-63.7%
MTZ vs RY
+15.7%
-79.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.9% | -2.3% | -4.4% |
| 7D | -10.6% | -1.1% | -9.5% | -10.0% |
| 30D | -30.4% | +4.4% | -34.8% | -32.1% |
| 3M | -40.4% | -2.9% | -37.5% | -38.6% |
| 6M | -63.7% | +15.6% | -79.2% | -66.5% |
| All | -63.7% | +15.7% | -79.4% | -66.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling