-38.3%
MTZ vs RY
+0.2%
-38.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.0% | -18.4% | -14.3% |
| 7D | -7.4% | +2.5% | -9.8% | -6.2% |
| 30D | -23.6% | +8.4% | -32.0% | -23.9% |
| 3M | -38.3% | +1.2% | -39.5% | -36.5% |
| All | -38.3% | +0.2% | -38.5% | -36.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling