+163.9%
CCJ vs MKC
-35.5%
+199.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.6% | -1.4% |
| 7D | -0.8% | -3.0% | +2.2% | -1.0% |
| 30D | -13.2% | +4.8% | -18.0% | -12.9% |
| 3M | -27.6% | -12.8% | -14.8% | -28.2% |
| 6M | -38.7% | +5.0% | -43.7% | -38.6% |
| YTD | -22.7% | -29.1% | +6.4% | -22.8% |
| 1Y | -17.6% | -26.4% | +8.8% | -17.8% |
| 3Y | +62.7% | -21.6% | +84.3% | +57.2% |
| All | +163.9% | -35.5% | +199.5% | +185.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling