+57.9%
CNQ vs MCO
+6.7%
+51.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -2.2% |
| 7D | -11.2% | +5.4% | -16.6% | -9.7% |
| 30D | +1.7% | +13.9% | -12.2% | +5.6% |
| 3M | +10.3% | +6.7% | +3.6% | +12.5% |
| 6M | +4.3% | +13.9% | -9.6% | +8.3% |
| YTD | +48.7% | +1.6% | +47.2% | +50.8% |
| 1Y | +57.9% | +6.9% | +51.0% | +61.4% |
| All | +57.9% | +6.7% | +51.2% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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