-18.2%
MDT vs CNI
+12.6%
-30.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | +0.2% | -2.7% | +2.9% | +1.0% |
| 3M | +14.3% | +3.9% | +10.3% | +12.8% |
| 6M | +4.0% | +16.4% | -12.4% | -1.1% |
| YTD | -3.7% | +25.8% | -29.5% | -10.9% |
| 1Y | -0.4% | +32.4% | -32.7% | -9.5% |
| 3Y | +23.3% | +19.1% | +4.2% | +14.2% |
| All | -18.2% | +12.6% | -30.8% | -24.2% |
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