+163.7%
MXL vs RY
+351.1%
-187.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.2% |
| 7D | +13.4% | +0.6% | +12.8% | +13.0% |
| 30D | -29.2% | +5.0% | -34.3% | -32.9% |
| 3M | -27.2% | -5.3% | -21.9% | -22.0% |
| 6M | -36.4% | +13.8% | -50.2% | -44.3% |
| YTD | +220.0% | +21.0% | +199.1% | +161.8% |
| 1Y | +304.8% | +40.5% | +264.3% | +180.9% |
| 3Y | +238.5% | +159.7% | +78.8% | +20.8% |
| 5Y | -18.8% | +124.3% | -143.1% | -66.0% |
| All | +163.7% | +351.1% | -187.4% | -39.4% |
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 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