+255.5%
MXL vs RY
+41.3%
+214.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.6% | +8.8% | +8.7% |
| 7D | -15.9% | -0.6% | -15.3% | -14.5% |
| 30D | -44.0% | +6.1% | -50.2% | -47.7% |
| 3M | -21.3% | -3.4% | -18.0% | -16.6% |
| 6M | -46.1% | +12.8% | -58.9% | -50.1% |
| YTD | +208.8% | +21.0% | +187.8% | +155.1% |
| 1Y | +255.5% | +40.5% | +215.1% | +132.2% |
| All | +255.5% | +41.3% | +214.2% | +132.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling