+205.9%
MCD vs CCJ
+785.0%
-579.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -2.7% |
| 7D | -1.9% | +3.7% | -5.6% | -2.2% |
| 30D | +16.6% | -13.7% | +30.3% | +17.6% |
| 3M | +0.9% | -24.7% | +25.7% | +2.6% |
| 6M | +1.5% | -38.1% | +39.6% | +4.3% |
| YTD | -8.3% | -18.8% | +10.4% | -8.0% |
| 1Y | -8.1% | -19.5% | +11.4% | -7.9% |
| 3Y | +10.3% | +75.9% | -65.6% | +1.3% |
| 5Y | +23.4% | +173.1% | -149.7% | +6.2% |
| 10Y | +205.9% | +813.5% | -607.5% | +106.9% |
| All | +205.9% | +785.0% | -579.1% | +106.9% |
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