+13,491.4%
MA vs CNQ
+631.4%
+12,860.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -3.5% | -0.7% | -2.8% | -3.3% |
| 30D | +0.7% | +6.7% | -6.0% | -1.3% |
| 3M | +15.8% | +12.8% | +3.0% | +11.3% |
| 6M | +10.2% | +13.3% | -3.1% | +4.9% |
| YTD | -0.5% | +53.1% | -53.5% | -13.6% |
| 1Y | -1.8% | +66.1% | -67.9% | -17.1% |
| 3Y | +38.7% | +75.4% | -36.7% | +12.2% |
| 5Y | +67.6% | +288.1% | -220.5% | +3.1% |
| 10Y | +510.9% | +423.6% | +87.3% | +199.7% |
| All | +13,491.4% | +631.4% | +12,860.0% | +4,974.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 all: compounded portfolio wealth divided by compounded CNQ 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…
all analysis · Full analysis span regression · 6 months rolling