+343.8%
MTUM vs RY
+377.5%
-33.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | +1.2% | -2.9% | +4.1% | +3.1% |
| 30D | -1.7% | -2.0% | +0.4% | -0.4% |
| 3M | -0.5% | +4.9% | -5.3% | -3.5% |
| 6M | +22.3% | +26.1% | -3.8% | +5.6% |
| YTD | +21.4% | +22.4% | -1.0% | +6.7% |
| 1Y | +20.0% | +44.7% | -24.7% | -4.9% |
| 3Y | +113.0% | +155.7% | -42.7% | +17.1% |
| 5Y | +77.3% | +137.7% | -60.4% | +1.3% |
| All | +343.8% | +377.5% | -33.7% | +71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling