+415.5%
CNQ vs MCO
+393.6%
+21.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | +0.1% | -3.8% | +3.9% | +1.7% |
| 30D | +6.2% | -0.4% | +6.6% | +6.1% |
| 3M | +12.4% | +7.7% | +4.6% | +7.7% |
| 6M | +9.0% | +7.0% | +2.0% | +4.0% |
| YTD | +52.2% | -6.4% | +58.6% | +52.5% |
| 1Y | +65.0% | -7.6% | +72.7% | +65.7% |
| 3Y | +78.8% | +43.2% | +35.6% | +39.6% |
| 5Y | +286.0% | +29.6% | +256.4% | +209.3% |
| All | +415.5% | +393.6% | +21.9% | +148.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling