+39.3%
MTZ vs RY
+45.9%
-6.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.5% | +4.4% |
| 7D | +3.6% | +2.7% | +0.8% | +1.1% |
| 30D | -9.6% | -1.0% | -8.7% | -8.7% |
| 3M | -31.9% | +7.6% | -39.6% | -35.9% |
| 6M | -13.8% | +29.5% | -43.3% | -30.8% |
| YTD | +13.3% | +24.2% | -10.9% | -7.3% |
| 1Y | +39.3% | +46.4% | -7.1% | -2.5% |
| All | +39.3% | +45.9% | -6.7% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling