+172.6%
MPC vs CNQ
+73.2%
+99.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.2% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +14.0% | +6.2% | +7.8% | +10.0% |
| 3M | +52.2% | +12.4% | +39.9% | +41.9% |
| 6M | +75.8% | +9.0% | +66.7% | +66.7% |
| YTD | +146.3% | +52.2% | +94.1% | +93.5% |
| 1Y | +120.8% | +65.0% | +55.8% | +65.2% |
| 3Y | +172.6% | +78.8% | +93.8% | +94.8% |
| All | +172.6% | +73.2% | +99.4% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling