+53.1%
MMM vs CNI
+138.2%
-85.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | -2.1% | -0.4% | -1.8% | -1.9% |
| 30D | -9.8% | -2.7% | -7.1% | -8.6% |
| 3M | +4.9% | +3.9% | +1.0% | +2.5% |
| 6M | +7.3% | +16.4% | -9.0% | -1.8% |
| YTD | +4.5% | +25.8% | -21.3% | -8.5% |
| 1Y | +5.4% | +32.4% | -27.0% | -10.6% |
| 3Y | +98.6% | +19.1% | +79.5% | +76.3% |
| 5Y | +27.4% | +13.6% | +13.8% | +13.8% |
| All | +53.1% | +138.2% | -85.1% | -8.8% |
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 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