+4,817.0%
MCHP vs CCJ
+1,604.2%
+3,212.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | +2.8% | +5.9% | -3.2% | +1.3% |
| 30D | -12.8% | +4.7% | -17.5% | -14.0% |
| 3M | -19.2% | -3.3% | -15.9% | -18.5% |
| 6M | +14.5% | -7.0% | +21.6% | +16.2% |
| YTD | +17.1% | +11.5% | +5.7% | +12.9% |
| 1Y | +15.3% | +32.3% | -17.0% | +4.8% |
| 3Y | +0.5% | +176.8% | -176.4% | -26.5% |
| 5Y | +6.1% | +351.8% | -345.7% | -33.7% |
| 10Y | +192.2% | +1,080.5% | -888.3% | +33.2% |
| All | +4,817.0% | +1,604.2% | +3,212.8% | +2,110.6% |
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