+415.5%
CNQ vs MXL
+313.4%
+102.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.1% | -1.6% |
| 7D | +0.1% | +18.9% | -18.7% | -2.4% |
| 30D | +6.2% | +0.3% | +5.9% | +5.5% |
| 3M | +12.4% | -8.0% | +20.4% | +9.8% |
| 6M | +9.0% | +341.2% | -332.2% | -24.9% |
| YTD | +52.2% | +327.8% | -275.6% | +4.7% |
| 1Y | +65.0% | +364.9% | -299.9% | +10.2% |
| 3Y | +78.8% | +229.2% | -150.4% | +13.5% |
| 5Y | +286.0% | +42.8% | +243.2% | +178.0% |
| All | +415.5% | +313.4% | +102.1% | +131.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling