+625.2%
MTZ vs CNQ
+5,523.4%
-4,898.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.6% |
| 7D | +2.3% | -0.9% | +3.2% | +2.6% |
| 30D | -10.3% | +8.7% | -19.0% | -13.2% |
| 3M | -31.8% | +15.8% | -47.7% | -36.1% |
| 6M | -19.2% | +13.3% | -32.4% | -24.3% |
| YTD | +10.7% | +54.7% | -44.0% | -8.8% |
| 1Y | +37.5% | +69.5% | -32.0% | +9.0% |
| 3Y | +162.4% | +77.3% | +85.0% | +99.6% |
| 5Y | +166.3% | +290.3% | -124.0% | +43.1% |
| 10Y | +753.2% | +429.3% | +323.9% | +261.7% |
| All | +625.2% | +5,523.4% | -4,898.2% | +72.0% |
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