+1,056.5%
CCJ vs MXL
+313.4%
+743.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.3% | -2.2% |
| 7D | -4.0% | +18.9% | -22.9% | -7.2% |
| 30D | -2.4% | +0.3% | -2.7% | -3.1% |
| 3M | -2.3% | -8.0% | +5.7% | -4.6% |
| 6M | -16.2% | +341.2% | -357.5% | -47.0% |
| YTD | +5.7% | +327.8% | -322.2% | -32.9% |
| 1Y | +21.3% | +364.9% | -343.6% | -25.3% |
| 3Y | +159.4% | +229.2% | -69.8% | +54.4% |
| 5Y | +300.7% | +42.8% | +257.9% | +180.8% |
| All | +1,056.5% | +313.4% | +743.1% | +443.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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