+64.1%
CNQ vs MCO
+0.4%
+63.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.8% |
| 7D | +3.0% | -4.2% | +7.2% | +2.0% |
| 30D | +12.8% | +2.2% | +10.6% | +13.4% |
| 3M | +7.0% | +10.1% | -3.1% | +9.4% |
| 6M | +16.5% | +5.3% | +11.2% | +18.9% |
| YTD | +52.0% | -2.7% | +54.8% | +52.3% |
| 1Y | +64.1% | -0.4% | +64.5% | +65.0% |
| All | +64.1% | +0.4% | +63.7% | +65.0% |
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