+800.6%
MDT vs CNI
+6,457.9%
-5,657.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.6% | -1.1% | -0.5% | -1.2% |
| 30D | +1.0% | -3.5% | +4.6% | +2.2% |
| 3M | +15.2% | +2.2% | +13.0% | +14.3% |
| 6M | +3.7% | +15.1% | -11.4% | -1.4% |
| YTD | -3.0% | +24.7% | -27.7% | -10.5% |
| 1Y | +2.5% | +33.4% | -30.9% | -7.7% |
| 3Y | +26.5% | +19.5% | +7.0% | +16.8% |
| 5Y | -18.3% | +12.6% | -30.8% | -23.8% |
| 10Y | +40.2% | +134.7% | -94.5% | +1.5% |
| All | +800.6% | +6,457.9% | -5,657.2% | +129.4% |
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