+193.4%
MCD vs CNI
+140.9%
+52.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -1.6% | +2.5% | -4.2% | -2.6% |
| 30D | +14.1% | +6.1% | +8.0% | +11.6% |
| 3M | +0.6% | +0.1% | +0.5% | +0.5% |
| 6M | 0.0% | +14.9% | -14.9% | -5.3% |
| YTD | -9.3% | +30.9% | -40.1% | -18.8% |
| 1Y | -9.3% | +33.9% | -43.2% | -19.6% |
| 3Y | +8.6% | +20.2% | -11.6% | -1.2% |
| 5Y | +21.9% | +8.2% | +13.7% | +14.0% |
| All | +193.4% | +140.9% | +52.5% | +100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling