+2,187.0%
MCD vs CNI
+6,804.3%
-4,617.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | -1.9% | -1.1% | -0.8% | -1.6% |
| 30D | +16.6% | +7.6% | +9.0% | +14.2% |
| 3M | +0.9% | +1.6% | -0.6% | +0.5% |
| 6M | +1.5% | +16.6% | -15.1% | -3.1% |
| YTD | -8.3% | +31.3% | -39.6% | -15.7% |
| 1Y | -8.1% | +35.2% | -43.4% | -16.3% |
| 3Y | +10.3% | +21.5% | -11.1% | +2.5% |
| 5Y | +23.4% | +8.5% | +15.0% | +17.4% |
| 10Y | +205.9% | +142.9% | +63.0% | +128.6% |
| All | +2,187.0% | +6,804.3% | -4,617.2% | +672.8% |
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