+85.3%
CCJ vs MULL
+2,620.5%
-2,535.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.4% | -6.9% | -2.2% |
| 7D | +4.2% | +14.8% | -10.6% | +2.2% |
| 30D | +3.2% | +36.6% | -33.4% | -1.7% |
| 3M | -1.8% | -8.9% | +7.1% | -6.6% |
| 6M | -13.5% | +311.9% | -325.5% | -37.8% |
| YTD | +9.7% | +579.8% | -570.1% | -27.8% |
| 1Y | +30.0% | +2,421.5% | -2,391.5% | -32.1% |
| All | +85.3% | +2,620.5% | -2,535.2% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling