+398.0%
MTZ vs RY
+351.1%
+46.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.1% |
| 7D | +5.0% | +0.6% | +4.4% | +4.6% |
| 30D | -6.0% | +5.0% | -11.0% | -11.2% |
| 3M | -36.1% | -5.3% | -30.8% | -33.2% |
| 6M | -56.9% | +13.8% | -70.7% | -62.6% |
| YTD | -15.9% | +21.0% | -36.9% | -31.5% |
| 1Y | -3.8% | +40.5% | -44.3% | -32.7% |
| 3Y | +272.3% | +159.7% | +112.6% | +38.1% |
| 5Y | +91.1% | +124.3% | -33.3% | -19.4% |
| All | +398.0% | +351.1% | +46.9% | +28.5% |
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