+3,106.3%
MPC vs CNI
+337.5%
+2,768.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -8.8% | +0.4% | -9.2% | -9.2% |
| 30D | -14.4% | +7.6% | -22.0% | -19.0% |
| 3M | +21.9% | +1.9% | +20.1% | +19.5% |
| 6M | +60.1% | +14.8% | +45.3% | +43.7% |
| YTD | +142.3% | +30.5% | +111.8% | +94.0% |
| 1Y | +101.7% | +36.5% | +65.2% | +55.8% |
| 3Y | +184.8% | +20.7% | +164.0% | +134.7% |
| 5Y | +564.6% | +7.0% | +557.6% | +483.0% |
| 10Y | +1,098.3% | +136.0% | +962.4% | +453.5% |
| All | +3,106.3% | +337.5% | +2,768.8% | +606.9% |
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