+122.9%
RY vs MDY
+32.0%
+90.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.7% |
| 7D | -0.9% | -1.7% | +0.8% | +0.1% |
| 30D | +5.9% | -0.9% | +6.8% | +6.4% |
| 3M | -4.3% | -5.7% | +1.5% | -0.8% |
| 6M | +12.1% | -2.9% | +15.0% | +14.0% |
| YTD | +20.3% | +9.8% | +10.4% | +13.5% |
| 1Y | +41.0% | +13.5% | +27.5% | +30.5% |
| 3Y | +157.5% | +51.9% | +105.6% | +95.7% |
| All | +122.9% | +32.0% | +90.9% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling