-17.6%
CCJ vs MULL
+322.2%
-339.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.2% | +3.7% | -0.8% |
| 7D | -0.8% | +24.5% | -25.3% | -4.0% |
| 30D | -13.2% | -35.5% | +22.3% | -9.7% |
| 3M | -27.6% | -44.8% | +17.2% | -24.0% |
| 6M | -38.7% | -45.5% | +6.8% | -40.5% |
| YTD | -22.7% | +232.5% | -255.2% | -46.1% |
| 1Y | -17.6% | +343.3% | -360.8% | -45.3% |
| All | -17.6% | +322.2% | -339.7% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling