+935.2%
MDB vs CCJ
+735.7%
+199.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +2.5% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -14.0% | -17.2% | +3.3% | -8.2% |
| 3M | -20.3% | -25.1% | +4.8% | -12.6% |
| 6M | +10.9% | -37.6% | +48.4% | +28.1% |
| YTD | -20.9% | -20.4% | -0.5% | -17.5% |
| 1Y | -11.2% | -22.5% | +11.3% | -6.8% |
| 3Y | -11.9% | +72.5% | -84.4% | -36.1% |
| 5Y | -40.2% | +179.9% | -220.0% | -65.0% |
| All | +935.2% | +735.7% | +199.5% | +304.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling