+678.6%
MPC vs CNI
+11.4%
+667.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.3% |
| 7D | +3.9% | +2.5% | +1.4% | +2.8% |
| 30D | +33.8% | -2.5% | +36.3% | +35.0% |
| 3M | +49.9% | +2.7% | +47.1% | +47.9% |
| 6M | +80.9% | +16.9% | +64.0% | +67.8% |
| YTD | +147.4% | +26.3% | +121.1% | +120.3% |
| 1Y | +123.2% | +31.1% | +92.1% | +94.5% |
| 3Y | +171.7% | +21.1% | +150.6% | +141.1% |
| 5Y | +678.6% | +11.0% | +667.5% | +615.6% |
| All | +678.6% | +11.4% | +667.1% | +615.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling