+22.7%
MCD vs CCJ
+163.1%
-140.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.9% | -0.6% |
| 7D | +7.1% | -7.3% | +14.4% | +7.3% |
| 30D | +19.8% | -20.0% | +39.7% | +20.3% |
| 3M | +0.8% | -23.8% | +24.6% | +1.3% |
| 6M | -1.3% | -42.4% | +41.1% | -0.2% |
| YTD | -7.8% | -22.1% | +14.3% | -7.7% |
| 1Y | -5.0% | -20.8% | +15.9% | -5.0% |
| 3Y | +10.5% | +75.7% | -65.2% | +5.1% |
| All | +22.7% | +163.1% | -140.3% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling