-22.3%
MCD vs CNQ
+12.1%
-34.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.8% |
| 7D | -2.9% | -0.9% | -2.0% | -3.0% |
| 30D | -6.7% | +8.7% | -15.4% | -5.8% |
| 3M | -9.6% | +15.8% | -25.4% | -8.2% |
| 6M | -22.3% | +13.3% | -35.6% | -21.2% |
| All | -22.3% | +12.1% | -34.4% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling