+501.4%
MTZ vs RY
+360.6%
+140.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.3% | +10.8% | +10.8% |
| 7D | -6.4% | -0.9% | -5.5% | -6.2% |
| 30D | -22.1% | +5.9% | -27.9% | -27.1% |
| 3M | -32.7% | -4.3% | -28.4% | -30.5% |
| 6M | -59.8% | +12.1% | -71.9% | -64.7% |
| YTD | -19.9% | +20.3% | -40.2% | -34.6% |
| 1Y | -11.5% | +41.0% | -52.5% | -38.4% |
| 3Y | +258.1% | +157.5% | +100.5% | +33.4% |
| 5Y | +85.5% | +123.2% | -37.7% | -21.6% |
| All | +501.4% | +360.6% | +140.8% | +53.7% |
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 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