-19.9%
MP vs CNQ
+66.7%
-86.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | -7.4% | +0.1% | -7.5% | -7.4% |
| 30D | -6.7% | +6.2% | -12.9% | -6.2% |
| 3M | -11.7% | +12.4% | -24.0% | -10.9% |
| 6M | -18.9% | +9.0% | -27.9% | -18.8% |
| YTD | 0.0% | +52.2% | -52.2% | +2.1% |
| 1Y | -19.9% | +65.0% | -84.9% | -17.8% |
| All | -19.9% | +66.7% | -86.6% | -17.8% |
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