+350.6%
RY vs MDY
+171.2%
+179.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -1.3% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +6.1% | +1.0% | +5.2% | +5.4% |
| 3M | -3.4% | -4.1% | +0.7% | -0.6% |
| 6M | +12.8% | +0.6% | +12.1% | +12.1% |
| YTD | +21.0% | +12.9% | +8.1% | +11.1% |
| 1Y | +40.5% | +14.6% | +25.8% | +27.6% |
| 3Y | +159.9% | +57.1% | +102.8% | +86.1% |
| 5Y | +125.0% | +37.1% | +87.9% | +75.2% |
| 10Y | +350.6% | +171.5% | +179.1% | +100.3% |
| All | +350.6% | +171.2% | +179.4% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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