+2,043.2%
MCD vs CCJ
+1,091.6%
+951.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.9% | -0.9% |
| 7D | +7.1% | -7.3% | +14.4% | +7.8% |
| 30D | +19.8% | -20.0% | +39.7% | +22.1% |
| 3M | +0.8% | -23.8% | +24.6% | +3.1% |
| 6M | -1.3% | -42.4% | +41.1% | +3.3% |
| YTD | -7.8% | -22.1% | +14.3% | -6.8% |
| 1Y | -5.0% | -20.8% | +15.9% | -4.3% |
| 3Y | +10.5% | +75.7% | -65.2% | -0.1% |
| 5Y | +22.0% | +167.4% | -145.5% | +2.7% |
| 10Y | +216.7% | +826.3% | -609.7% | +118.4% |
| All | +2,043.2% | +1,091.6% | +951.6% | +1,321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling