+1,065.3%
CCJ vs MDY
+175.0%
+890.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.0% | -2.1% |
| 7D | -3.2% | -2.5% | -0.7% | -0.9% |
| 30D | -1.3% | -5.0% | +3.7% | +3.6% |
| 3M | +2.5% | +0.5% | +2.1% | +2.5% |
| 6M | -18.9% | +8.0% | -26.9% | -23.4% |
| YTD | +6.5% | +12.2% | -5.7% | -2.4% |
| 1Y | +22.8% | +14.0% | +8.8% | +11.0% |
| 3Y | +164.5% | +48.2% | +116.3% | +90.2% |
| 5Y | +303.7% | +46.1% | +257.6% | +198.2% |
| All | +1,065.3% | +175.0% | +890.3% | +474.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling