+1,042.0%
CCJ vs MLM
+3,401.5%
-2,359.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.2% | +0.5% | -2.7% |
| 7D | -18.2% | -1.2% | -16.9% | -17.8% |
| 30D | -26.5% | +7.9% | -34.5% | -28.9% |
| 3M | -27.5% | -4.5% | -23.1% | -26.4% |
| 6M | -40.3% | -12.6% | -27.7% | -37.5% |
| YTD | -25.3% | -14.9% | -10.4% | -21.1% |
| 1Y | -28.1% | -13.1% | -15.0% | -24.6% |
| 3Y | +63.8% | +21.2% | +42.6% | +50.1% |
| 5Y | +156.3% | +32.0% | +124.3% | +125.5% |
| 10Y | +787.8% | +195.3% | +592.4% | +434.9% |
| All | +1,042.0% | +3,401.5% | -2,359.6% | +281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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