+1,433.4%
MCD vs CNQ
+5,463.2%
-4,029.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | -2.5% | -0.7% | -1.9% | -2.5% |
| 30D | -7.0% | +6.7% | -13.7% | -7.8% |
| 3M | -9.8% | +12.8% | -22.6% | -11.3% |
| 6M | -21.8% | +13.3% | -35.1% | -23.4% |
| YTD | -15.6% | +53.1% | -68.6% | -20.6% |
| 1Y | -15.2% | +66.1% | -81.2% | -21.1% |
| 3Y | -2.6% | +75.4% | -78.0% | -11.2% |
| 5Y | +18.9% | +288.1% | -269.3% | -4.5% |
| 10Y | +180.8% | +423.6% | -242.8% | +101.4% |
| All | +1,433.4% | +5,463.2% | -4,029.9% | +782.9% |
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