+25.7%
MLM vs CNI
+2.7%
+23.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.7% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | +8.2% | +7.2% | +1.0% | +3.8% |
| 3M | -3.6% | -1.3% | -2.3% | -2.8% |
| 6M | -15.6% | +11.8% | -27.3% | -21.1% |
| YTD | -16.4% | +27.7% | -44.1% | -28.3% |
| 1Y | -14.3% | +33.5% | -47.8% | -28.6% |
| 3Y | +19.3% | +19.3% | 0.0% | +4.0% |
| All | +25.7% | +2.7% | +23.0% | +18.6% |
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