+2,212.0%
MTB vs RY
+11,121.0%
-8,909.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.1% |
| 7D | -1.3% | -0.9% | -0.4% | -0.8% |
| 30D | +0.5% | +5.9% | -5.3% | -3.0% |
| 3M | -12.4% | -4.3% | -8.1% | -10.1% |
| 6M | +1.5% | +12.1% | -10.6% | -5.5% |
| YTD | +10.3% | +20.3% | -10.0% | -1.8% |
| 1Y | +22.2% | +41.0% | -18.8% | -1.4% |
| 3Y | +96.9% | +157.5% | -60.6% | +9.6% |
| 5Y | +64.3% | +123.2% | -58.9% | +0.7% |
| 10Y | +137.8% | +365.7% | -227.9% | -0.6% |
| All | +2,212.0% | +11,121.0% | -8,909.0% | +312.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling