+272.1%
CNQ vs MTB
+104.1%
+167.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +6.2% | -4.8% | +11.0% | +7.7% |
| 3M | +12.4% | +6.0% | +6.4% | +10.0% |
| 6M | +9.0% | +19.6% | -10.6% | +2.2% |
| YTD | +52.2% | +21.5% | +30.7% | +41.5% |
| 1Y | +65.0% | +24.7% | +40.3% | +51.7% |
| 3Y | +78.8% | +108.6% | -29.7% | +33.5% |
| All | +272.1% | +104.1% | +167.9% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling