+5,556.5%
CNQ vs MKSI
+1,226.3%
+4,330.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -1.0% |
| 7D | +0.1% | +2.7% | -2.6% | -0.5% |
| 30D | +6.2% | -12.8% | +19.0% | +9.2% |
| 3M | +12.4% | -22.5% | +34.9% | +16.3% |
| 6M | +9.0% | +19.4% | -10.4% | +0.8% |
| YTD | +52.2% | +67.7% | -15.5% | +28.8% |
| 1Y | +65.0% | +131.4% | -66.4% | +27.6% |
| 3Y | +78.8% | +197.3% | -118.5% | +22.7% |
| 5Y | +286.0% | +87.0% | +199.0% | +183.9% |
| 10Y | +420.7% | +522.1% | -101.4% | +182.4% |
| All | +5,556.5% | +1,226.3% | +4,330.2% | +2,396.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling