-17.0%
MDLN vs CCJ
+13.8%
-30.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.9% |
| 7D | -6.2% | +4.2% | -10.4% | -6.1% |
| 30D | +0.7% | +3.2% | -2.5% | +0.7% |
| 3M | -5.4% | -1.8% | -3.6% | -5.6% |
| 6M | -21.6% | -13.5% | -8.0% | -21.9% |
| YTD | -18.9% | +9.7% | -28.7% | -17.0% |
| All | -17.0% | +13.8% | -30.8% | -14.6% |
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