+1,082.1%
CCJ vs MTB
+1,832.6%
-750.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -0.8% | +1.5% | -2.3% | -1.2% |
| 30D | -13.2% | +2.3% | -15.5% | -13.8% |
| 3M | -27.6% | -12.1% | -15.5% | -24.6% |
| 6M | -38.7% | +9.8% | -48.5% | -40.6% |
| YTD | -22.7% | +12.0% | -34.7% | -25.5% |
| 1Y | -17.6% | +22.0% | -39.6% | -22.8% |
| 3Y | +62.7% | +107.6% | -44.9% | +26.3% |
| 5Y | +159.7% | +61.9% | +97.9% | +114.1% |
| 10Y | +769.3% | +116.3% | +653.0% | +511.1% |
| All | +1,082.1% | +1,832.6% | -750.5% | +393.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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