+274.2%
MXL vs RY
+377.5%
-103.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.6% |
| 7D | +16.6% | -2.9% | +19.5% | +20.3% |
| 30D | +0.5% | -2.0% | +2.5% | +3.3% |
| 3M | -3.6% | +4.9% | -8.5% | -7.9% |
| 6M | +328.0% | +26.1% | +301.9% | +233.2% |
| YTD | +297.8% | +22.4% | +275.4% | +220.0% |
| 1Y | +339.4% | +44.7% | +294.7% | +195.6% |
| 3Y | +201.7% | +155.7% | +46.1% | +8.6% |
| 5Y | +32.8% | +137.7% | -104.9% | -48.0% |
| All | +274.2% | +377.5% | -103.3% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling