+4,407.5%
MU vs CNI
+140.9%
+4,266.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.2% |
| 7D | +12.8% | +2.5% | +10.3% | +10.9% |
| 30D | -14.9% | +6.1% | -21.0% | -18.7% |
| 3M | -18.0% | +0.1% | -18.2% | -18.6% |
| 6M | -3.1% | +14.9% | -18.0% | -13.7% |
| YTD | +172.9% | +30.9% | +142.0% | +117.1% |
| 1Y | +228.8% | +33.9% | +194.9% | +156.9% |
| 3Y | +950.8% | +20.2% | +930.6% | +778.7% |
| 5Y | +931.3% | +8.2% | +923.1% | +822.2% |
| All | +4,407.5% | +140.9% | +4,266.6% | +1,868.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling