+1,065.3%
CCJ vs MKC
+29.3%
+1,036.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.2% | -2.9% |
| 7D | -3.2% | -2.8% | -0.4% | -3.0% |
| 30D | -1.3% | -3.4% | +2.1% | -1.2% |
| 3M | +2.5% | +3.8% | -1.3% | +2.1% |
| 6M | -18.9% | -17.9% | -0.9% | -17.6% |
| YTD | +6.5% | -23.6% | +30.1% | +8.8% |
| 1Y | +22.8% | -23.1% | +45.9% | +25.1% |
| 3Y | +164.5% | -31.5% | +196.0% | +171.2% |
| 5Y | +303.7% | -33.1% | +336.8% | +310.8% |
| All | +1,065.3% | +29.3% | +1,036.0% | +987.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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