+102.8%
MTB vs RY
+140.8%
-38.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.5% |
| 7D | +1.7% | +3.1% | -1.4% | -1.0% |
| 30D | -4.2% | -0.3% | -3.9% | -4.0% |
| 3M | +8.9% | +8.7% | +0.2% | +0.8% |
| 6M | +10.9% | +28.5% | -17.7% | -11.8% |
| YTD | +21.5% | +25.1% | -3.6% | -1.2% |
| 1Y | +21.9% | +46.3% | -24.4% | -14.2% |
| 3Y | +109.2% | +154.9% | -45.7% | -15.7% |
| All | +102.8% | +140.8% | -38.0% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling