+1,056.5%
CCJ vs MTCH
+208.0%
+848.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.0% |
| 7D | -4.0% | +1.3% | -5.3% | -4.3% |
| 30D | -2.4% | +15.9% | -18.3% | -5.1% |
| 3M | -2.3% | +23.3% | -25.6% | -6.4% |
| 6M | -16.2% | +40.1% | -56.4% | -21.8% |
| YTD | +5.7% | +33.6% | -27.9% | -0.8% |
| 1Y | +21.3% | +14.1% | +7.2% | +17.2% |
| 3Y | +159.4% | +1.4% | +158.0% | +149.7% |
| 5Y | +300.7% | -73.1% | +373.8% | +367.7% |
| All | +1,056.5% | +208.0% | +848.4% | +974.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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