+415.5%
CNQ vs MKSI
+524.1%
-108.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -1.1% |
| 7D | +0.1% | +2.7% | -2.6% | -0.5% |
| 30D | +6.2% | -12.8% | +19.0% | +9.5% |
| 3M | +12.4% | -22.5% | +34.9% | +16.6% |
| 6M | +9.0% | +19.4% | -10.4% | -0.8% |
| YTD | +52.2% | +67.7% | -15.5% | +24.3% |
| 1Y | +65.0% | +131.4% | -66.4% | +20.5% |
| 3Y | +78.8% | +197.3% | -118.5% | +10.8% |
| 5Y | +286.0% | +87.0% | +199.0% | +163.4% |
| All | +415.5% | +524.1% | -108.6% | +150.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling