+1,135.3%
MPC vs CNI
+138.5%
+996.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.0% |
| 7D | +2.6% | -1.1% | +3.7% | +3.4% |
| 30D | -12.2% | +7.6% | -19.8% | -16.7% |
| 3M | +20.1% | +1.6% | +18.5% | +18.0% |
| 6M | +60.6% | +16.6% | +44.0% | +43.3% |
| YTD | +150.6% | +31.3% | +119.3% | +101.1% |
| 1Y | +104.7% | +35.2% | +69.4% | +60.2% |
| 3Y | +194.5% | +21.5% | +173.0% | +142.8% |
| 5Y | +582.3% | +8.5% | +573.8% | +496.0% |
| 10Y | +1,135.3% | +142.9% | +992.4% | +394.5% |
| All | +1,135.3% | +138.5% | +996.7% | +394.5% |
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