+121.7%
MPC vs CNI
+30.1%
+91.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.4% |
| 7D | +3.2% | +0.9% | +2.4% | +3.3% |
| 30D | +25.0% | -2.1% | +27.2% | +24.9% |
| 3M | +55.2% | +1.8% | +53.3% | +54.9% |
| 6M | +86.4% | +14.8% | +71.6% | +88.7% |
| YTD | +148.5% | +25.4% | +123.1% | +146.5% |
| 1Y | +121.7% | +32.9% | +88.8% | +119.5% |
| All | +121.7% | +30.1% | +91.6% | +119.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling