+272.1%
CNQ vs MDY
+46.3%
+225.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.1% |
| 7D | +0.1% | -1.9% | +2.0% | +1.3% |
| 30D | +6.2% | -4.6% | +10.8% | +9.4% |
| 3M | +12.4% | -1.2% | +13.6% | +12.8% |
| 6M | +9.0% | +9.2% | -0.2% | +1.2% |
| YTD | +52.2% | +13.1% | +39.2% | +37.3% |
| 1Y | +65.0% | +13.0% | +52.0% | +48.6% |
| 3Y | +78.8% | +49.2% | +29.6% | +27.6% |
| All | +272.1% | +46.3% | +225.8% | +165.9% |
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