+25.7%
MMM vs CNI
+11.3%
+14.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.7% |
| 7D | -3.2% | -1.1% | -2.1% | -2.7% |
| 30D | -10.7% | -3.5% | -7.1% | -9.1% |
| 3M | +4.3% | +2.2% | +2.1% | +2.9% |
| 6M | +5.9% | +15.1% | -9.2% | -1.9% |
| YTD | +3.2% | +24.7% | -21.5% | -8.4% |
| 1Y | +8.0% | +33.4% | -25.4% | -7.5% |
| 3Y | +99.1% | +19.5% | +79.6% | +77.8% |
| 5Y | +25.7% | +12.6% | +13.2% | +14.2% |
| All | +25.7% | +11.3% | +14.5% | +14.2% |
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