+2,163.5%
MCD vs CNI
+6,783.7%
-4,620.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.6% | +2.5% | -4.2% | -2.4% |
| 30D | +14.1% | +6.1% | +8.0% | +12.2% |
| 3M | +0.6% | +0.1% | +0.5% | +0.5% |
| 6M | 0.0% | +14.9% | -14.9% | -4.1% |
| YTD | -9.3% | +30.9% | -40.1% | -16.5% |
| 1Y | -9.3% | +33.9% | -43.2% | -17.1% |
| 3Y | +8.6% | +20.2% | -11.6% | +1.3% |
| 5Y | +21.9% | +8.2% | +13.7% | +16.0% |
| 10Y | +202.8% | +142.2% | +60.6% | +126.4% |
| All | +2,163.5% | +6,783.7% | -4,620.2% | +665.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling