+2,446.6%
MTB vs RY
+11,573.6%
-9,127.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +1.7% | +3.1% | -1.4% | -0.2% |
| 30D | -4.2% | -0.3% | -3.9% | -4.0% |
| 3M | +8.9% | +8.7% | +0.2% | +3.3% |
| 6M | +10.9% | +28.5% | -17.7% | -5.1% |
| YTD | +21.5% | +25.1% | -3.6% | +5.6% |
| 1Y | +21.9% | +46.3% | -24.4% | -3.8% |
| 3Y | +109.2% | +154.9% | -45.7% | +17.4% |
| 5Y | +102.0% | +140.3% | -38.3% | +18.5% |
| 10Y | +171.9% | +377.0% | -205.1% | +11.7% |
| All | +2,446.6% | +11,573.6% | -9,127.1% | +344.0% |
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 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