-7.7%
MDB vs CCJ
-26.2%
+18.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -16.5% | -14.5% | -2.0% | -13.2% |
| 30D | -8.6% | -18.1% | +9.5% | -4.3% |
| 3M | -13.6% | -23.0% | +9.4% | -8.7% |
| 6M | +24.1% | -39.4% | +63.4% | +35.9% |
| YTD | -21.8% | -21.7% | -0.1% | -17.1% |
| 1Y | -7.7% | -25.9% | +18.2% | -0.1% |
| All | -7.7% | -26.2% | +18.5% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling