+766.7%
MTZ vs CNQ
+426.2%
+340.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.8% |
| 7D | +1.4% | +0.1% | +1.2% | +1.3% |
| 30D | -14.5% | +6.2% | -20.7% | -16.6% |
| 3M | -32.9% | +12.4% | -45.3% | -36.4% |
| 6M | -20.8% | +9.0% | -29.9% | -24.8% |
| YTD | +10.6% | +52.2% | -41.6% | -9.2% |
| 1Y | +27.1% | +65.0% | -38.0% | +0.5% |
| 3Y | +166.1% | +78.8% | +87.3% | +98.2% |
| 5Y | +170.7% | +286.0% | -115.3% | +38.5% |
| All | +766.7% | +426.2% | +340.4% | +233.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling