+4,292.7%
MCK vs CNQ
+5,432.5%
-1,139.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | +12.1% | +12.4% | -0.3% | +9.6% |
| 6M | -5.4% | +9.0% | -14.5% | -7.4% |
| YTD | +7.8% | +52.2% | -44.4% | -0.7% |
| 1Y | +22.9% | +65.0% | -42.1% | +11.4% |
| 3Y | +110.7% | +78.8% | +31.9% | +84.7% |
| 5Y | +346.2% | +286.0% | +60.2% | +231.2% |
| 10Y | +440.1% | +420.7% | +19.4% | +250.0% |
| All | +4,292.7% | +5,432.5% | -1,139.8% | +1,778.2% |
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 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