-20.7%
MDLN vs CNI
+28.3%
-49.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -11.1% | -0.4% | -10.7% | -11.0% |
| 30D | -8.4% | -2.7% | -5.7% | -8.0% |
| 3M | -12.4% | +3.9% | -16.3% | -12.5% |
| 6M | -23.3% | +16.4% | -39.6% | -23.7% |
| YTD | -22.5% | +25.8% | -48.4% | -21.1% |
| All | -20.7% | +28.3% | -49.0% | -18.6% |
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