+206.2%
MLM vs CNI
+127.4%
+78.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +1.4% | +2.5% | -1.1% | -0.2% |
| 30D | -6.5% | -2.5% | -4.0% | -5.1% |
| 3M | -7.4% | +2.7% | -10.2% | -9.1% |
| 6M | -15.8% | +16.9% | -32.8% | -24.1% |
| YTD | -17.4% | +26.3% | -43.8% | -29.2% |
| 1Y | -17.9% | +31.1% | -49.0% | -31.5% |
| 3Y | +18.9% | +21.1% | -2.2% | +2.3% |
| 5Y | +43.4% | +11.0% | +32.4% | +29.2% |
| 10Y | +206.2% | +128.1% | +78.1% | +73.7% |
| All | +206.2% | +127.4% | +78.8% | +73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling