-9.1%
MDB vs CNI
+19.3%
-28.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -4.5% | +0.9% | -5.4% | -4.8% |
| 30D | -14.0% | -2.1% | -11.9% | -13.3% |
| 3M | +5.3% | +1.8% | +3.5% | +4.5% |
| 6M | +31.9% | +14.8% | +17.1% | +24.3% |
| YTD | -14.6% | +25.4% | -40.0% | -22.6% |
| 1Y | +8.2% | +32.9% | -24.7% | -5.0% |
| All | -9.1% | +19.3% | -28.4% | -18.1% |
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