-16.4%
MLM vs CNI
+29.8%
-46.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -2.9% | -2.1% | -0.8% | -1.9% |
| 30D | -6.8% | -3.3% | -3.6% | -5.3% |
| 3M | -11.2% | +3.8% | -15.0% | -12.8% |
| 6M | -21.8% | +12.7% | -34.5% | -26.6% |
| YTD | -17.0% | +26.3% | -43.2% | -25.2% |
| 1Y | -16.4% | +29.9% | -46.3% | -25.1% |
| All | -16.4% | +29.8% | -46.1% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling