+3.7%
MUB vs RY
+126.4%
-122.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.4% | -3.0% | +3.4% | +0.6% |
| 30D | +3.9% | +6.3% | -2.4% | +3.6% |
| 3M | -0.2% | -2.6% | +2.4% | -0.1% |
| 6M | -0.4% | +13.9% | -14.3% | -1.0% |
| YTD | +0.5% | +21.7% | -21.2% | -0.4% |
| 1Y | +0.7% | +40.4% | -39.8% | -0.8% |
| 3Y | +11.1% | +161.3% | -150.2% | +6.7% |
| 5Y | +3.7% | +126.5% | -122.7% | -0.3% |
| All | +3.7% | +126.4% | -122.7% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling