+79.8%
CNQ vs MLM
+15.7%
+64.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.7% | -1.3% | +0.6% | -0.7% |
| 30D | +6.7% | -9.1% | +15.8% | +6.7% |
| 3M | +12.8% | -9.0% | +21.8% | +12.4% |
| 6M | +13.3% | -17.0% | +30.4% | +13.9% |
| YTD | +53.1% | -19.0% | +72.0% | +53.3% |
| 1Y | +66.1% | -18.1% | +84.1% | +65.6% |
| All | +79.8% | +15.7% | +64.1% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling