+57.9%
CNQ vs MULL
+253.2%
-195.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -34.2% | +32.8% | -1.7% |
| 7D | -11.2% | -53.1% | +41.9% | -11.8% |
| 30D | +1.7% | -64.1% | +65.8% | +0.7% |
| 3M | +10.3% | -54.6% | +64.9% | +9.6% |
| 6M | +4.3% | -38.7% | +42.9% | +6.6% |
| YTD | +48.7% | +144.7% | -96.0% | +54.7% |
| 1Y | +57.9% | +220.3% | -162.4% | +65.6% |
| All | +57.9% | +253.2% | -195.3% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling