+65.0%
CNQ vs MKSI
+142.7%
-77.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -0.4% |
| 7D | +0.1% | +2.7% | -2.6% | +0.3% |
| 30D | +6.2% | -12.8% | +19.0% | +5.5% |
| 3M | +12.4% | -22.5% | +34.9% | +11.5% |
| 6M | +9.0% | +19.4% | -10.4% | +11.0% |
| YTD | +52.2% | +67.7% | -15.5% | +55.9% |
| 1Y | +65.0% | +131.4% | -66.4% | +70.4% |
| All | +65.0% | +142.7% | -77.7% | +70.4% |
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