+57.9%
CNQ vs MXL
+206.6%
-148.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -22.1% | +20.6% | -1.6% |
| 7D | -11.2% | -38.1% | +26.9% | -11.6% |
| 30D | +1.7% | -59.5% | +61.2% | +0.7% |
| 3M | +10.3% | -34.3% | +44.6% | +10.0% |
| 6M | +4.3% | -45.8% | +50.0% | +4.2% |
| YTD | +48.7% | +154.2% | -105.5% | +54.6% |
| 1Y | +57.9% | +192.1% | -134.2% | +65.2% |
| All | +57.9% | +206.6% | -148.7% | +65.2% |
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