+443.0%
MP vs CNQ
+702.8%
-259.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | -0.7% | -0.9% | +0.2% | -0.4% |
| 30D | -0.7% | +8.7% | -9.3% | -4.4% |
| 3M | 0.0% | +15.8% | -15.8% | -7.1% |
| 6M | -10.0% | +13.3% | -23.2% | -16.6% |
| YTD | +7.5% | +54.7% | -47.2% | -14.8% |
| 1Y | -14.0% | +69.5% | -83.6% | -35.3% |
| 3Y | +153.5% | +77.3% | +76.2% | +81.6% |
| 5Y | +62.7% | +290.3% | -227.6% | -15.0% |
| All | +443.0% | +702.8% | -259.8% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling