+191.7%
MDT vs CNQ
+5,432.5%
-5,240.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +0.2% | +6.2% | -6.0% | -0.8% |
| 3M | +14.3% | +12.4% | +1.9% | +11.9% |
| 6M | +4.0% | +9.0% | -5.0% | +2.0% |
| YTD | -3.7% | +52.2% | -55.9% | -10.7% |
| 1Y | -0.4% | +65.0% | -65.4% | -9.0% |
| 3Y | +23.3% | +78.8% | -55.5% | +9.5% |
| 5Y | -18.9% | +286.0% | -304.9% | -37.8% |
| 10Y | +39.2% | +420.7% | -381.6% | -6.1% |
| All | +191.7% | +5,432.5% | -5,240.8% | +60.3% |
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