+3,065.7%
MLM vs CNI
+6,541.6%
-3,475.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -2.9% | -2.1% | -0.8% | -1.8% |
| 30D | -6.8% | -3.3% | -3.6% | -5.2% |
| 3M | -11.2% | +3.8% | -15.0% | -13.1% |
| 6M | -21.8% | +12.7% | -34.5% | -26.8% |
| YTD | -17.0% | +26.3% | -43.2% | -26.9% |
| 1Y | -16.4% | +29.9% | -46.3% | -27.7% |
| 3Y | +14.5% | +15.9% | -1.5% | +3.9% |
| 5Y | +41.7% | +6.9% | +34.8% | +33.6% |
| 10Y | +200.0% | +126.8% | +73.3% | +90.1% |
| All | +3,065.7% | +6,541.6% | -3,475.9% | +527.6% |
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 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