+3,312.9%
MPC vs CNI
+338.9%
+2,974.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | +11.2% | +2.5% | +8.7% | +9.4% |
| 30D | -14.5% | +6.1% | -20.6% | -18.3% |
| 3M | +16.7% | +0.1% | +16.5% | +15.7% |
| 6M | +67.6% | +14.9% | +52.6% | +50.3% |
| YTD | +157.9% | +30.9% | +127.0% | +106.1% |
| 1Y | +116.7% | +33.9% | +82.7% | +69.8% |
| 3Y | +199.8% | +20.2% | +179.6% | +147.9% |
| 5Y | +604.4% | +8.2% | +596.2% | +512.7% |
| 10Y | +1,171.5% | +142.2% | +1,029.3% | +476.4% |
| All | +3,312.9% | +338.9% | +2,974.0% | +650.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling