+162.0%
RY vs MDY
+51.5%
+110.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | -0.3% | -1.5% | +1.2% | +0.5% |
| 3M | +8.7% | +0.8% | +7.9% | +8.1% |
| 6M | +28.5% | +7.4% | +21.1% | +23.3% |
| YTD | +25.1% | +15.2% | +9.9% | +15.3% |
| 1Y | +46.3% | +16.5% | +29.8% | +33.8% |
| All | +162.0% | +51.5% | +110.4% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling