-24.5%
MDB vs CCJ
+346.5%
-371.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.9% |
| 7D | -18.0% | +5.9% | -23.9% | -19.7% |
| 30D | -10.7% | +4.7% | -15.4% | -12.5% |
| 3M | +1.0% | -3.3% | +4.3% | +1.4% |
| 6M | +31.6% | -7.0% | +38.7% | +31.8% |
| YTD | -15.2% | +11.5% | -26.6% | -21.9% |
| 1Y | +10.1% | +32.3% | -22.2% | -8.6% |
| 3Y | -5.6% | +176.8% | -182.5% | -50.4% |
| 5Y | -24.5% | +351.8% | -376.3% | -71.7% |
| All | -24.5% | +346.5% | -371.1% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling