+40.4%
MXL vs CNI
+12.6%
+27.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.6% | +6.8% |
| 7D | +18.9% | -0.4% | +19.2% | +19.2% |
| 30D | +0.3% | -2.7% | +3.0% | +2.6% |
| 3M | -8.0% | +3.9% | -12.0% | -12.1% |
| 6M | +341.2% | +16.4% | +324.9% | +273.1% |
| YTD | +327.8% | +25.8% | +302.0% | +235.9% |
| 1Y | +364.9% | +32.4% | +332.5% | +246.7% |
| 3Y | +229.2% | +19.1% | +210.2% | +167.3% |
| All | +40.4% | +12.6% | +27.8% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling