+6,261.3%
MU vs CNI
+6,544.5%
-283.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +7.2% | +2.5% | +4.7% | +5.3% |
| 30D | +14.0% | -2.5% | +16.5% | +16.1% |
| 3M | +5.4% | +2.7% | +2.7% | +2.8% |
| 6M | +170.3% | +16.9% | +153.3% | +139.2% |
| YTD | +250.7% | +26.3% | +224.3% | +192.3% |
| 1Y | +662.1% | +31.1% | +631.0% | +516.1% |
| 3Y | +1,341.2% | +21.1% | +1,320.1% | +1,122.2% |
| 5Y | +1,319.3% | +11.0% | +1,308.3% | +1,162.6% |
| 10Y | +5,778.3% | +128.1% | +5,650.2% | +3,029.4% |
| All | +6,261.3% | +6,544.5% | -283.1% | +546.6% |
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 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