+303.5%
MXL vs CNI
+29.8%
+273.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.4% | +5.5% |
| 7D | +1.6% | -2.1% | +3.7% | +1.9% |
| 30D | -7.0% | -3.3% | -3.7% | -6.6% |
| 3M | -33.4% | +3.8% | -37.2% | -34.2% |
| 6M | +260.2% | +12.7% | +247.5% | +234.6% |
| YTD | +260.0% | +26.3% | +233.7% | +205.6% |
| 1Y | +303.5% | +29.9% | +273.6% | +235.3% |
| All | +303.5% | +29.8% | +273.7% | +235.3% |
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