+5,549.9%
CNQ vs MLM
+1,588.7%
+3,961.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.9% |
| 7D | +3.0% | -2.9% | +5.9% | +4.3% |
| 30D | +12.8% | -6.8% | +19.6% | +16.1% |
| 3M | +7.0% | -11.2% | +18.2% | +11.2% |
| 6M | +16.5% | -21.8% | +38.3% | +26.9% |
| YTD | +52.0% | -17.0% | +69.0% | +59.8% |
| 1Y | +64.1% | -16.4% | +80.5% | +71.1% |
| 3Y | +74.3% | +14.5% | +59.9% | +51.6% |
| 5Y | +268.4% | +41.7% | +226.7% | +178.4% |
| 10Y | +400.2% | +200.0% | +200.1% | +150.3% |
| All | +5,549.9% | +1,588.7% | +3,961.1% | +1,529.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling