+180.0%
MCD vs CCJ
+1,070.5%
-890.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | -2.0% | +5.9% | -8.0% | -2.4% |
| 30D | -6.1% | +4.7% | -10.8% | -6.5% |
| 3M | -7.3% | -3.3% | -4.0% | -7.2% |
| 6M | -20.9% | -7.0% | -13.9% | -20.9% |
| YTD | -14.7% | +11.5% | -26.1% | -16.0% |
| 1Y | -16.1% | +32.3% | -48.4% | -18.9% |
| 3Y | -1.5% | +176.8% | -178.3% | -12.4% |
| 5Y | +20.4% | +351.8% | -331.3% | -0.8% |
| 10Y | +180.0% | +1,080.5% | -900.5% | +92.5% |
| All | +180.0% | +1,070.5% | -890.5% | +92.5% |
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