+104.2%
MTB vs CNI
+12.6%
+91.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | -4.8% | -2.7% | -2.1% | -3.4% |
| 3M | +6.0% | +3.9% | +2.0% | +3.3% |
| 6M | +19.6% | +16.4% | +3.3% | +9.0% |
| YTD | +21.5% | +25.8% | -4.3% | +5.2% |
| 1Y | +24.7% | +32.4% | -7.7% | +4.3% |
| 3Y | +108.6% | +19.1% | +89.5% | +82.9% |
| All | +104.2% | +12.6% | +91.5% | +79.4% |
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