+358.5%
CCJ vs MXL
+270.5%
+88.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.0% | -4.8% | +0.1% |
| 7D | +5.9% | +15.5% | -9.5% | +3.1% |
| 30D | +4.7% | -11.3% | +16.0% | +6.3% |
| 3M | -3.3% | -16.1% | +12.8% | -3.8% |
| 6M | -7.0% | +323.0% | -330.1% | -39.0% |
| YTD | +11.5% | +281.5% | -270.1% | -25.4% |
| 1Y | +32.3% | +319.3% | -287.0% | -14.1% |
| 3Y | +176.8% | +189.4% | -12.5% | +75.6% |
| 5Y | +351.8% | +26.0% | +325.8% | +228.4% |
| 10Y | +1,080.5% | +243.5% | +837.0% | +532.6% |
| All | +358.5% | +270.5% | +88.0% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling