+3,101.0%
MPC vs CNI
+323.5%
+2,777.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +5.4% | -2.1% | +7.5% | +6.8% |
| 30D | +31.0% | -3.3% | +34.2% | +33.7% |
| 3M | +46.0% | +3.8% | +42.2% | +41.7% |
| 6M | +77.3% | +12.7% | +64.6% | +59.9% |
| YTD | +141.9% | +26.3% | +115.6% | +99.4% |
| 1Y | +120.9% | +29.9% | +91.0% | +77.2% |
| 3Y | +182.7% | +15.9% | +166.7% | +139.9% |
| 5Y | +646.4% | +6.9% | +639.5% | +553.3% |
| 10Y | +1,138.7% | +126.8% | +1,012.0% | +490.8% |
| All | +3,101.0% | +323.5% | +2,777.5% | +626.3% |
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