+3,086.5%
MLM vs CNI
+6,614.8%
-3,528.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.8% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | +8.2% | +7.2% | +1.0% | +4.3% |
| 3M | -3.6% | -1.3% | -2.3% | -2.9% |
| 6M | -15.6% | +11.8% | -27.3% | -20.5% |
| YTD | -16.4% | +27.7% | -44.1% | -26.9% |
| 1Y | -14.3% | +33.5% | -47.8% | -26.9% |
| 3Y | +19.3% | +19.3% | 0.0% | +6.6% |
| 5Y | +29.6% | +3.1% | +26.5% | +24.7% |
| 10Y | +189.9% | +141.2% | +48.7% | +78.4% |
| All | +3,086.5% | +6,614.8% | -3,528.3% | +528.0% |
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