+177.5%
MCD vs CNI
+136.1%
+41.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -2.5% | -1.1% | -1.4% | -2.1% |
| 30D | -7.0% | -3.5% | -3.5% | -5.8% |
| 3M | -9.8% | +2.2% | -12.0% | -10.7% |
| 6M | -21.8% | +15.1% | -36.9% | -26.2% |
| YTD | -15.6% | +24.7% | -40.3% | -23.0% |
| 1Y | -15.2% | +33.4% | -48.5% | -24.7% |
| 3Y | -2.6% | +19.5% | -22.1% | -11.5% |
| 5Y | +18.9% | +12.6% | +6.3% | +8.2% |
| All | +177.5% | +136.1% | +41.4% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CNI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling