+3,226.7%
MTZ vs RY
+11,266.1%
-8,039.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.9% | -2.3% | -3.2% |
| 7D | -10.6% | -1.1% | -9.5% | -10.3% |
| 30D | -30.4% | +4.4% | -34.8% | -32.8% |
| 3M | -40.4% | -2.9% | -37.5% | -39.5% |
| 6M | -63.7% | +15.6% | -79.2% | -67.5% |
| YTD | -26.9% | +21.8% | -48.7% | -36.9% |
| 1Y | -20.2% | +42.6% | -62.7% | -38.2% |
| 3Y | +208.1% | +160.9% | +47.2% | +56.6% |
| 5Y | +69.4% | +126.1% | -56.7% | -5.4% |
| 10Y | +440.6% | +371.7% | +68.9% | +93.5% |
| All | +3,226.7% | +11,266.1% | -8,039.4% | +272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling