+1,010.1%
MDB vs CCJ
+1,069.4%
-59.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.9% |
| 7D | -18.0% | +5.9% | -23.9% | -19.6% |
| 30D | -10.7% | +4.7% | -15.4% | -12.3% |
| 3M | +1.0% | -3.3% | +4.3% | +1.3% |
| 6M | +31.6% | -7.0% | +38.7% | +31.9% |
| YTD | -15.2% | +11.5% | -26.6% | -20.8% |
| 1Y | +10.1% | +32.3% | -22.2% | -5.5% |
| 3Y | -5.6% | +176.8% | -182.5% | -42.3% |
| 5Y | -24.5% | +351.8% | -376.3% | -62.2% |
| All | +1,010.1% | +1,069.4% | -59.3% | +288.7% |
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