-25.3%
MDB vs CNI
+12.6%
-38.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.8% |
| 7D | -1.8% | -0.4% | -1.4% | -1.6% |
| 30D | -17.3% | -2.7% | -14.6% | -15.7% |
| 3M | +2.2% | +3.9% | -1.7% | -1.3% |
| 6M | +33.9% | +16.4% | +17.5% | +16.9% |
| YTD | -13.7% | +25.8% | -39.5% | -29.8% |
| 1Y | +9.1% | +32.4% | -23.3% | -15.6% |
| 3Y | -8.1% | +19.1% | -27.2% | -26.9% |
| All | -25.3% | +12.6% | -38.0% | -34.8% |
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 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