+1,604.2%
CCJ vs MTCH
+2,015.8%
-411.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.5% |
| 7D | +5.9% | -1.8% | +7.7% | +6.3% |
| 30D | +4.7% | +10.4% | -5.7% | +2.8% |
| 3M | -3.3% | +21.0% | -24.3% | -6.7% |
| 6M | -7.0% | +36.6% | -43.7% | -12.3% |
| YTD | +11.5% | +29.7% | -18.2% | +5.6% |
| 1Y | +32.3% | +8.6% | +23.7% | +29.2% |
| 3Y | +176.8% | -2.7% | +179.5% | +168.9% |
| 5Y | +351.8% | -72.9% | +424.7% | +431.8% |
| 10Y | +1,080.5% | +185.0% | +895.5% | +785.9% |
| All | +1,604.2% | +2,015.8% | -411.6% | +838.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling