+9.3%
MCD vs CCJ
+69.8%
-60.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.5% |
| 7D | -1.6% | +5.0% | -6.6% | -1.5% |
| 30D | +16.0% | -16.7% | +32.7% | +15.8% |
| 3M | 0.0% | -27.5% | +27.5% | -0.3% |
| 6M | +0.9% | -38.6% | +39.6% | +0.6% |
| YTD | -8.7% | -21.5% | +12.8% | -8.8% |
| 1Y | -8.6% | -22.3% | +13.7% | -8.7% |
| All | +9.3% | +69.8% | -60.6% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling