+4,978.6%
MU vs CNI
+6,816.2%
-1,837.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +21.6% | +1.0% | +20.6% | +20.8% |
| 30D | -16.2% | +7.5% | -23.7% | -20.6% |
| 3M | -12.4% | +1.7% | -14.1% | -13.9% |
| 6M | +4.2% | +15.4% | -11.2% | -6.8% |
| YTD | +180.0% | +31.5% | +148.5% | +125.5% |
| 1Y | +226.4% | +32.8% | +193.6% | +161.1% |
| 3Y | +969.7% | +21.7% | +948.0% | +801.9% |
| 5Y | +957.9% | +8.7% | +949.2% | +854.9% |
| 10Y | +4,534.6% | +143.3% | +4,391.2% | +2,249.5% |
| All | +4,978.6% | +6,816.2% | -1,837.6% | +398.9% |
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