-17.9%
MLM vs CNI
+29.6%
-47.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.4% |
| 3M | -7.4% | +2.7% | -10.2% | -8.6% |
| 6M | -15.8% | +16.9% | -32.8% | -22.3% |
| YTD | -17.4% | +26.3% | -43.8% | -25.6% |
| 1Y | -17.9% | +31.1% | -49.0% | -26.8% |
| All | -17.9% | +29.6% | -47.5% | -26.8% |
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