+5,556.5%
CNQ vs MDY
+931.6%
+4,625.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.4% |
| 7D | +0.1% | -1.9% | +2.0% | +2.0% |
| 30D | +6.2% | -4.6% | +10.8% | +11.2% |
| 3M | +12.4% | -1.2% | +13.6% | +13.0% |
| 6M | +9.0% | +9.2% | -0.2% | -2.5% |
| YTD | +52.2% | +13.1% | +39.2% | +30.9% |
| 1Y | +65.0% | +13.0% | +52.0% | +41.3% |
| 3Y | +78.8% | +49.2% | +29.6% | +11.9% |
| 5Y | +286.0% | +47.2% | +238.7% | +139.5% |
| 10Y | +420.7% | +176.0% | +244.8% | +80.4% |
| All | +5,556.5% | +931.6% | +4,625.0% | +716.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling