+442.0%
MRK vs CNQ
+5,432.5%
-4,990.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.5% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +8.3% | +6.2% | +2.1% | +7.3% |
| 3M | +20.0% | +12.4% | +7.7% | +17.8% |
| 6M | +25.7% | +9.0% | +16.6% | +23.4% |
| YTD | +38.7% | +52.2% | -13.5% | +29.4% |
| 1Y | +74.7% | +65.0% | +9.6% | +60.8% |
| 3Y | +45.4% | +78.8% | -33.5% | +30.4% |
| 5Y | +129.0% | +286.0% | -156.9% | +78.0% |
| 10Y | +228.0% | +420.7% | -192.7% | +123.0% |
| All | +442.0% | +5,432.5% | -4,990.5% | +125.9% |
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