+75.4%
MUB vs RY
+720.6%
-645.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | +0.7% | -0.9% | +1.6% | +0.7% |
| 30D | +4.4% | +5.9% | -1.5% | +4.2% |
| 3M | -0.4% | -4.3% | +3.8% | -0.3% |
| 6M | -0.9% | +12.1% | -13.0% | -1.2% |
| YTD | +0.1% | +20.3% | -20.2% | -0.4% |
| 1Y | +0.5% | +41.0% | -40.5% | -0.3% |
| 3Y | +11.7% | +157.5% | -145.8% | +9.2% |
| 5Y | +3.2% | +123.2% | -120.0% | +1.1% |
| 10Y | +20.3% | +365.7% | -345.4% | +16.2% |
| All | +75.4% | +720.6% | -645.2% | +66.6% |
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