+10.1%
MDB vs CCJ
+33.1%
-23.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.6% |
| 7D | -18.0% | +5.9% | -23.9% | -18.7% |
| 30D | -10.7% | +4.7% | -15.4% | -11.4% |
| 3M | +1.0% | -3.3% | +4.3% | +1.0% |
| 6M | +31.6% | -7.0% | +38.7% | +31.5% |
| YTD | -15.2% | +11.5% | -26.6% | -15.2% |
| 1Y | +10.1% | +32.3% | -22.2% | +6.5% |
| All | +10.1% | +33.1% | -23.0% | +6.5% |
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