+303.7%
CCJ vs MXL
+29.7%
+274.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | +0.1% | -2.5% |
| 7D | -3.2% | +16.6% | -19.8% | -5.7% |
| 30D | -1.3% | +0.5% | -1.8% | -2.0% |
| 3M | +2.5% | -3.6% | +6.1% | -0.3% |
| 6M | -18.9% | +328.0% | -346.9% | -46.5% |
| YTD | +6.5% | +297.8% | -291.3% | -28.7% |
| 1Y | +22.8% | +339.4% | -316.6% | -20.5% |
| 3Y | +164.5% | +201.7% | -37.3% | +67.5% |
| 5Y | +303.7% | +32.8% | +271.0% | +230.4% |
| All | +303.7% | +29.7% | +274.0% | +230.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling