+599.3%
MTUM vs RY
+474.3%
+125.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.2% |
| 7D | +1.7% | +3.1% | -1.4% | -0.1% |
| 30D | -1.7% | -0.3% | -1.3% | -1.5% |
| 3M | -6.3% | +8.7% | -15.0% | -10.7% |
| 6M | +21.8% | +28.5% | -6.7% | +5.6% |
| YTD | +22.0% | +25.1% | -3.1% | +7.3% |
| 1Y | +25.3% | +46.3% | -20.9% | +0.9% |
| 3Y | +112.1% | +154.9% | -42.8% | +24.0% |
| 5Y | +76.2% | +140.3% | -64.1% | +5.9% |
| 10Y | +340.1% | +377.0% | -36.9% | +85.9% |
| All | +599.3% | +474.3% | +125.1% | +172.7% |
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 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