-7.0%
MDB vs CCJ
-22.7%
+15.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.4% |
| 7D | +11.6% | +5.0% | +6.5% | +10.1% |
| 30D | -8.9% | -16.7% | +7.8% | -4.8% |
| 3M | -22.4% | -27.5% | +5.1% | -17.2% |
| 6M | +10.1% | -38.6% | +48.7% | +20.8% |
| YTD | -19.0% | -21.5% | +2.5% | -14.0% |
| 1Y | -7.0% | -22.3% | +15.3% | -1.5% |
| All | -7.0% | -22.7% | +15.7% | -1.5% |
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