+79.7%
MTUM vs RY
+139.4%
-59.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.8% |
| 7D | +4.1% | -0.5% | +4.6% | +4.4% |
| 30D | +0.6% | -1.9% | +2.5% | +1.8% |
| 3M | -0.6% | +5.1% | -5.8% | -3.8% |
| 6M | +25.3% | +28.2% | -2.8% | +7.4% |
| YTD | +23.8% | +22.9% | +0.9% | +8.8% |
| 1Y | +25.4% | +45.5% | -20.1% | -0.4% |
| 3Y | +117.3% | +156.7% | -39.4% | +21.7% |
| 5Y | +79.7% | +137.7% | -58.0% | +3.7% |
| All | +79.7% | +139.4% | -59.7% | +3.7% |
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