+131.7%
MP vs CNI
+18.9%
+112.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.9% | +6.0% |
| 7D | -10.5% | +0.3% | -10.8% | -10.8% |
| 30D | -23.5% | +7.2% | -30.7% | -26.5% |
| 3M | -25.4% | -1.3% | -24.1% | -25.0% |
| 6M | -51.3% | +11.8% | -63.0% | -55.2% |
| YTD | -29.9% | +27.7% | -57.6% | -42.2% |
| 1Y | -31.8% | +33.5% | -65.3% | -46.1% |
| All | +131.7% | +18.9% | +112.8% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling