+176.9%
MCD vs CNQ
+426.2%
-249.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.1% |
| 7D | -1.2% | +0.1% | -1.4% | -1.3% |
| 30D | -7.8% | +6.2% | -14.0% | -8.6% |
| 3M | -10.7% | +12.4% | -23.1% | -12.4% |
| 6M | -21.3% | +9.0% | -30.3% | -22.6% |
| YTD | -15.8% | +52.2% | -68.0% | -21.4% |
| 1Y | -16.0% | +65.0% | -81.1% | -22.8% |
| 3Y | -3.0% | +78.8% | -81.8% | -13.4% |
| 5Y | +18.6% | +286.0% | -267.4% | -10.2% |
| All | +176.9% | +426.2% | -249.3% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling