+41.8%
MP vs CNQ
+278.6%
-236.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -7.4% | +0.1% | -7.5% | -7.4% |
| 30D | -6.7% | +6.2% | -12.9% | -9.5% |
| 3M | -11.7% | +12.4% | -24.0% | -17.3% |
| 6M | -18.9% | +9.0% | -27.9% | -24.0% |
| YTD | 0.0% | +52.2% | -52.2% | -22.7% |
| 1Y | -19.9% | +65.0% | -84.9% | -41.4% |
| 3Y | +133.4% | +78.8% | +54.6% | +55.7% |
| All | +41.8% | +278.6% | -236.8% | -41.8% |
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 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