-5.9%
MDB vs CCJ
+69.7%
-75.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.3% | -1.6% | +1.6% |
| 7D | -11.4% | -7.3% | -4.1% | -9.7% |
| 30D | -13.8% | -20.0% | +6.1% | -9.0% |
| 3M | -15.5% | -23.8% | +8.4% | -10.0% |
| 6M | +17.9% | -42.4% | +60.3% | +32.8% |
| YTD | -25.5% | -22.1% | -3.4% | -22.5% |
| 1Y | -12.1% | -20.8% | +8.8% | -9.2% |
| 3Y | -5.9% | +75.7% | -81.6% | -23.8% |
| All | -5.9% | +69.7% | -75.6% | -23.8% |
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