+443.0%
MP vs CNI
+57.1%
+385.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.4% |
| 7D | -0.7% | +0.9% | -1.6% | -1.4% |
| 30D | -0.7% | -2.1% | +1.5% | +0.9% |
| 3M | 0.0% | +1.8% | -1.8% | -2.5% |
| 6M | -10.0% | +14.8% | -24.8% | -20.6% |
| YTD | +7.5% | +25.4% | -17.9% | -12.4% |
| 1Y | -14.0% | +32.9% | -46.9% | -33.7% |
| 3Y | +153.5% | +20.2% | +133.3% | +113.4% |
| 5Y | +62.7% | +12.2% | +50.6% | +47.3% |
| All | +443.0% | +57.1% | +385.9% | +313.3% |
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