+415.5%
CNQ vs MLM
+213.9%
+201.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -1.2% |
| 7D | +0.1% | -0.9% | +1.1% | +0.5% |
| 30D | +6.2% | -6.1% | +12.3% | +8.7% |
| 3M | +12.4% | -9.7% | +22.0% | +15.6% |
| 6M | +9.0% | -14.4% | +23.4% | +13.5% |
| YTD | +52.2% | -17.7% | +70.0% | +59.9% |
| 1Y | +65.0% | -18.7% | +83.8% | +73.6% |
| 3Y | +78.8% | +18.1% | +60.7% | +51.6% |
| 5Y | +286.0% | +42.3% | +243.7% | +185.2% |
| All | +415.5% | +213.9% | +201.6% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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