+2,298.7%
VMC vs RY
+11,121.0%
-8,822.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.3% |
| 7D | +0.5% | -0.9% | +1.4% | +1.1% |
| 30D | +15.8% | +5.9% | +9.9% | +12.3% |
| 3M | +0.6% | -4.3% | +4.8% | +3.0% |
| 6M | -4.0% | +12.1% | -16.1% | -10.1% |
| YTD | -0.3% | +20.3% | -20.6% | -10.3% |
| 1Y | -0.5% | +41.0% | -41.5% | -18.1% |
| 3Y | +39.6% | +157.5% | -118.0% | -18.8% |
| 5Y | +50.1% | +123.2% | -73.1% | -5.6% |
| 10Y | +163.9% | +365.7% | -201.8% | +12.2% |
| All | +2,298.7% | +11,121.0% | -8,822.4% | +333.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling