-21.0%
MDLN vs CCJ
+10.4%
-31.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.9% | -4.9% |
| 7D | -11.5% | -3.2% | -8.3% | -11.5% |
| 30D | -7.6% | -1.3% | -6.2% | -7.6% |
| 3M | -11.4% | +2.5% | -13.9% | -11.4% |
| 6M | -24.5% | -18.9% | -5.6% | -25.0% |
| YTD | -22.9% | +6.5% | -29.4% | -21.1% |
| All | -21.0% | +10.4% | -31.4% | -18.8% |
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