+3,130.0%
MPC vs CNQ
+351.9%
+2,778.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.2% |
| 7D | +1.2% | -0.7% | +1.9% | +1.6% |
| 30D | +17.0% | +6.7% | +10.3% | +12.8% |
| 3M | +49.5% | +12.8% | +36.7% | +39.6% |
| 6M | +83.5% | +13.3% | +70.2% | +71.0% |
| YTD | +144.1% | +53.1% | +91.0% | +92.2% |
| 1Y | +119.6% | +66.1% | +53.5% | +65.2% |
| 3Y | +168.1% | +75.4% | +92.6% | +92.2% |
| 5Y | +671.3% | +288.1% | +383.2% | +256.6% |
| 10Y | +1,152.3% | +423.6% | +728.7% | +338.9% |
| All | +3,130.0% | +351.9% | +2,778.1% | +1,001.4% |
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