+199.5%
MCHP vs CCJ
+1,065.5%
-866.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.4% | +3.9% |
| 7D | 0.0% | -4.0% | +4.1% | +1.2% |
| 30D | -6.0% | -2.4% | -3.7% | -5.6% |
| 3M | -19.7% | -2.3% | -17.4% | -19.2% |
| 6M | +14.0% | -16.2% | +30.2% | +19.0% |
| YTD | +18.4% | +5.7% | +12.8% | +15.5% |
| 1Y | +17.1% | +21.3% | -4.1% | +8.1% |
| 3Y | +0.7% | +159.4% | -158.7% | -27.8% |
| 5Y | +5.1% | +300.7% | -295.6% | -35.7% |
| All | +199.5% | +1,065.5% | -866.0% | +37.4% |
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