+1,174.7%
MPC vs CNI
+129.7%
+1,045.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.9% |
| 7D | +3.2% | +0.9% | +2.4% | +2.6% |
| 30D | +25.0% | -2.1% | +27.2% | +26.6% |
| 3M | +55.2% | +1.8% | +53.3% | +52.7% |
| 6M | +86.4% | +14.8% | +71.6% | +66.6% |
| YTD | +148.5% | +25.4% | +123.1% | +106.9% |
| 1Y | +121.7% | +32.9% | +88.8% | +75.9% |
| 3Y | +172.9% | +20.2% | +152.7% | +125.8% |
| 5Y | +679.9% | +12.2% | +667.8% | +555.2% |
| 10Y | +1,174.7% | +136.0% | +1,038.7% | +459.5% |
| All | +1,174.7% | +129.7% | +1,045.0% | +459.5% |
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