+568.4%
MA vs CCJ
+802.9%
-234.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.9% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +11.8% | -17.2% | +29.1% | +14.2% |
| 3M | +17.2% | -25.1% | +42.3% | +20.8% |
| 6M | +33.4% | -37.6% | +71.0% | +40.1% |
| YTD | +16.1% | -20.4% | +36.5% | +16.7% |
| 1Y | +19.9% | -22.5% | +42.4% | +20.7% |
| 3Y | +70.1% | +72.5% | -2.4% | +45.2% |
| 5Y | +89.6% | +179.9% | -90.2% | +44.3% |
| 10Y | +568.4% | +772.6% | -204.2% | +294.4% |
| All | +568.4% | +802.9% | -234.5% | +294.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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