+62.7%
MTB vs RY
+122.0%
-59.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | +0.2% |
| 7D | -1.3% | -0.9% | -0.4% | -0.6% |
| 30D | +0.5% | +5.9% | -5.3% | -4.5% |
| 3M | -12.4% | -4.3% | -8.1% | -9.1% |
| 6M | +1.5% | +12.1% | -10.6% | -8.7% |
| YTD | +10.3% | +20.3% | -10.0% | -7.1% |
| 1Y | +22.2% | +41.0% | -18.8% | -11.0% |
| 3Y | +96.9% | +157.5% | -60.6% | -21.3% |
| All | +62.7% | +122.0% | -59.3% | -24.0% |
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