-1.6%
MDLN vs CCJ
-18.7%
+17.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -1.2% | +19.6% | +18.3% |
| 7D | +24.7% | -14.5% | +39.2% | +24.4% |
| 30D | +12.7% | -18.1% | +30.8% | +12.5% |
| 3M | -4.0% | -23.0% | +19.0% | -4.0% |
| 6M | -8.7% | -39.4% | +30.7% | -9.0% |
| YTD | -3.9% | -21.7% | +17.7% | -1.9% |
| All | -1.6% | -18.7% | +17.2% | +1.0% |
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