+110.7%
MCK vs CCJ
+162.5%
-51.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.1% |
| 7D | -2.9% | -4.0% | +1.1% | -2.9% |
| 30D | +0.4% | -2.4% | +2.8% | +0.4% |
| 3M | +12.1% | -2.3% | +14.4% | +12.2% |
| 6M | -5.4% | -16.2% | +10.8% | -5.4% |
| YTD | +7.8% | +5.7% | +2.1% | +7.3% |
| 1Y | +22.9% | +21.3% | +1.7% | +21.8% |
| 3Y | +110.7% | +159.4% | -48.7% | +101.8% |
| All | +110.7% | +162.5% | -51.8% | +101.8% |
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