+64.1%
CNQ vs MXL
+316.6%
-252.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.9% | -1.3% |
| 7D | +3.0% | +1.6% | +1.4% | +3.0% |
| 30D | +12.8% | -7.0% | +19.8% | +12.7% |
| 3M | +7.0% | -33.4% | +40.4% | +6.8% |
| 6M | +16.5% | +260.2% | -243.7% | +16.9% |
| YTD | +52.0% | +260.0% | -207.9% | +52.4% |
| 1Y | +64.1% | +303.5% | -239.4% | +62.7% |
| All | +64.1% | +316.6% | -252.5% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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