-18.3%
MDT vs CCJ
+326.6%
-344.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.1% |
| 7D | -1.6% | -3.2% | +1.6% | -1.4% |
| 30D | +1.0% | -1.3% | +2.4% | +1.1% |
| 3M | +15.2% | +2.5% | +12.7% | +14.9% |
| 6M | +3.7% | -18.9% | +22.6% | +4.6% |
| YTD | -3.0% | +6.5% | -9.5% | -3.9% |
| 1Y | +2.5% | +22.8% | -20.4% | +0.1% |
| 3Y | +26.5% | +164.5% | -138.0% | +12.9% |
| 5Y | -18.3% | +303.7% | -322.0% | -31.6% |
| All | -18.3% | +326.6% | -344.9% | -31.6% |
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 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