-34.6%
MP vs CNQ
+61.9%
-96.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.4% | +2.3% | -5.3% |
| 7D | -12.5% | -9.4% | -3.1% | -12.8% |
| 30D | -23.3% | +2.8% | -26.1% | -23.1% |
| 3M | -24.4% | +8.5% | -32.8% | -23.9% |
| 6M | -45.8% | +6.4% | -52.1% | -45.5% |
| YTD | -28.9% | +50.9% | -79.8% | -30.1% |
| 1Y | -34.6% | +62.8% | -97.4% | -35.9% |
| All | -34.6% | +61.9% | -96.4% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling