-1.5%
MCD vs CCJ
+175.9%
-177.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | +0.7% | -3.6% | -2.8% |
| 30D | -6.0% | +6.9% | -12.9% | -6.0% |
| 3M | -5.6% | -11.6% | +6.1% | -5.5% |
| 6M | -21.9% | -16.2% | -5.6% | -21.8% |
| YTD | -14.7% | +10.1% | -24.8% | -14.7% |
| 1Y | -17.3% | +32.3% | -49.5% | -17.5% |
| All | -1.5% | +175.9% | -177.4% | -7.9% |
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