+3,844.6%
MCK vs CNI
+6,516.9%
-2,672.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | +0.4% | -2.7% | +3.1% | +1.2% |
| 3M | +12.1% | +3.9% | +8.2% | +10.6% |
| 6M | -5.4% | +16.4% | -21.8% | -10.3% |
| YTD | +7.8% | +25.8% | -18.0% | -0.5% |
| 1Y | +22.9% | +32.4% | -9.4% | +11.4% |
| 3Y | +110.7% | +19.1% | +91.7% | +94.3% |
| 5Y | +346.2% | +13.6% | +332.6% | +311.6% |
| 10Y | +440.1% | +136.8% | +303.4% | +288.1% |
| All | +3,844.6% | +6,516.9% | -2,672.3% | +993.6% |
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