+26.9%
MMM vs CNQ
+278.6%
-251.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.4% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -9.8% | +6.2% | -16.0% | -10.7% |
| 3M | +4.9% | +12.4% | -7.4% | +2.8% |
| 6M | +7.3% | +9.0% | -1.7% | +5.2% |
| YTD | +4.5% | +52.2% | -47.7% | -4.4% |
| 1Y | +5.4% | +65.0% | -59.7% | -5.4% |
| 3Y | +98.6% | +78.8% | +19.7% | +72.0% |
| All | +26.9% | +278.6% | -251.7% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling