+57.9%
CNQ vs MKSI
+27.2%
+30.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.3% | +7.8% | -2.1% |
| 7D | -11.2% | -18.2% | +7.0% | -12.5% |
| 30D | +1.7% | -37.2% | +38.9% | -1.8% |
| 3M | +10.3% | -43.5% | +53.8% | +6.0% |
| 6M | +4.3% | -38.4% | +42.7% | +2.7% |
| YTD | +48.7% | +10.9% | +37.8% | +59.5% |
| 1Y | +57.9% | +26.9% | +31.0% | +74.3% |
| All | +57.9% | +27.2% | +30.7% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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