+166.1%
MTZ vs CNQ
+73.2%
+92.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +1.4% | +0.1% | +1.2% | +1.3% |
| 30D | -14.5% | +6.2% | -20.7% | -15.8% |
| 3M | -32.9% | +12.4% | -45.3% | -35.0% |
| 6M | -20.8% | +9.0% | -29.9% | -23.2% |
| YTD | +10.6% | +52.2% | -41.6% | -4.5% |
| 1Y | +27.1% | +65.0% | -38.0% | +6.1% |
| 3Y | +166.1% | +78.8% | +87.3% | +117.1% |
| All | +166.1% | +73.2% | +92.9% | +117.1% |
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