+9.7%
MCD vs CNI
+21.8%
-12.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | -1.9% | -1.1% | -0.8% | -1.7% |
| 30D | +16.6% | +7.6% | +9.0% | +15.0% |
| 3M | +0.9% | +1.6% | -0.6% | +0.6% |
| 6M | +1.5% | +16.6% | -15.1% | -1.4% |
| YTD | -8.3% | +31.3% | -39.6% | -13.0% |
| 1Y | -8.1% | +35.2% | -43.4% | -13.3% |
| All | +9.7% | +21.8% | -12.0% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling