+427.0%
MCK vs CNQ
+426.2%
+0.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +0.4% | +6.2% | -5.8% | -0.6% |
| 3M | +12.1% | +12.4% | -0.3% | +9.7% |
| 6M | -5.4% | +9.0% | -14.5% | -7.3% |
| YTD | +7.8% | +52.2% | -44.4% | -0.4% |
| 1Y | +22.9% | +65.0% | -42.1% | +11.8% |
| 3Y | +110.7% | +78.8% | +31.9% | +84.9% |
| 5Y | +346.2% | +286.0% | +60.2% | +225.1% |
| All | +427.0% | +426.2% | +0.8% | +231.9% |
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