+270.8%
MXL vs CNI
+456.6%
-185.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.6% |
| 7D | +16.6% | -1.1% | +17.7% | +17.6% |
| 30D | +0.5% | -3.5% | +4.0% | +3.4% |
| 3M | -3.6% | +2.2% | -5.8% | -6.5% |
| 6M | +328.0% | +15.1% | +312.9% | +270.7% |
| YTD | +297.8% | +24.7% | +273.1% | +222.4% |
| 1Y | +339.4% | +33.4% | +306.0% | +235.9% |
| 3Y | +201.7% | +19.5% | +182.2% | +153.4% |
| 5Y | +32.8% | +12.6% | +20.2% | +17.9% |
| 10Y | +274.8% | +134.7% | +140.1% | +87.0% |
| All | +270.8% | +456.6% | -185.8% | -12.3% |
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 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