-8.1%
MDB vs CNQ
+73.2%
-81.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -3.0% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -17.3% | +6.2% | -23.5% | -18.4% |
| 3M | +2.2% | +12.4% | -10.2% | -0.6% |
| 6M | +33.9% | +9.0% | +24.8% | +30.8% |
| YTD | -13.7% | +52.2% | -65.9% | -22.6% |
| 1Y | +9.1% | +65.0% | -56.0% | -5.4% |
| 3Y | -8.1% | +78.8% | -87.0% | -22.2% |
| All | -8.1% | +73.2% | -81.4% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling