+599.3%
MU vs CNI
+31.9%
+567.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.8% |
| 7D | +2.0% | -1.1% | +3.1% | +2.3% |
| 30D | +12.5% | -3.5% | +16.1% | +13.6% |
| 3M | +9.6% | +2.2% | +7.4% | +8.2% |
| 6M | +142.6% | +15.1% | +127.5% | +130.9% |
| YTD | +242.7% | +24.7% | +218.0% | +223.1% |
| 1Y | +599.3% | +33.4% | +565.9% | +550.0% |
| All | +599.3% | +31.9% | +567.3% | +550.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling