+19.4%
MCD vs CNI
+10.3%
+9.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.9% | +0.9% | -3.7% | -3.1% |
| 30D | -6.7% | -2.1% | -4.6% | -6.3% |
| 3M | -9.6% | +1.8% | -11.4% | -10.0% |
| 6M | -22.3% | +14.8% | -37.1% | -25.1% |
| YTD | -15.4% | +25.4% | -40.8% | -20.3% |
| 1Y | -16.8% | +32.9% | -49.7% | -22.8% |
| 3Y | -2.4% | +20.2% | -22.6% | -8.2% |
| 5Y | +19.4% | +12.2% | +7.2% | +14.2% |
| All | +19.4% | +10.3% | +9.0% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling