+1,583.6%
CCJ vs MKC
+1,711.6%
-128.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +0.7% | -5.9% | +6.6% | +2.1% |
| 30D | +6.9% | -0.9% | +7.7% | +6.9% |
| 3M | -11.6% | +12.7% | -24.4% | -14.7% |
| 6M | -16.2% | -19.3% | +3.1% | -12.6% |
| YTD | +10.1% | -22.2% | +32.3% | +15.4% |
| 1Y | +32.3% | -23.3% | +55.6% | +38.3% |
| 3Y | +171.3% | -30.0% | +201.3% | +185.0% |
| 5Y | +372.4% | -33.8% | +406.2% | +395.7% |
| 10Y | +1,070.0% | +24.4% | +1,045.6% | +861.0% |
| All | +1,583.6% | +1,711.6% | -128.0% | +675.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling