+110.9%
MO vs CNQ
+426.2%
-315.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +7.1% | +6.2% | +0.9% | +6.2% |
| 3M | -2.0% | +12.4% | -14.3% | -3.9% |
| 6M | +7.3% | +9.0% | -1.7% | +5.5% |
| YTD | +23.5% | +52.2% | -28.8% | +15.4% |
| 1Y | +11.0% | +65.0% | -54.0% | +2.4% |
| 3Y | +95.0% | +78.8% | +16.2% | +74.7% |
| 5Y | +100.6% | +286.0% | -185.3% | +55.3% |
| All | +110.9% | +426.2% | -315.4% | +42.2% |
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 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