+4,864.4%
MTZ vs RY
+11,573.6%
-6,709.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.6% |
| 7D | -1.6% | +3.1% | -4.7% | -3.8% |
| 30D | -11.1% | -0.3% | -10.8% | -10.9% |
| 3M | -36.7% | +8.7% | -45.4% | -40.4% |
| 6M | -21.9% | +28.5% | -50.5% | -34.6% |
| YTD | +9.1% | +25.1% | -16.0% | -7.0% |
| 1Y | +30.0% | +46.3% | -16.3% | -0.6% |
| 3Y | +138.5% | +154.9% | -16.5% | +23.9% |
| 5Y | +158.3% | +140.3% | +18.1% | +39.1% |
| 10Y | +700.8% | +377.0% | +323.7% | +185.8% |
| All | +4,864.4% | +11,573.6% | -6,709.2% | +448.7% |
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 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