+988.9%
MDT vs CCJ
+1,604.2%
-615.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.0% |
| 7D | +0.4% | +5.9% | -5.6% | -0.3% |
| 30D | +6.0% | +4.7% | +1.3% | +5.4% |
| 3M | +15.5% | -3.3% | +18.8% | +15.6% |
| 6M | +3.4% | -7.0% | +10.4% | +3.4% |
| YTD | -2.2% | +11.5% | -13.6% | -4.4% |
| 1Y | +2.6% | +32.3% | -29.7% | -2.5% |
| 3Y | +27.5% | +176.8% | -149.3% | +8.2% |
| 5Y | -20.1% | +351.8% | -371.8% | -37.9% |
| 10Y | +39.1% | +1,080.5% | -1,041.4% | -9.8% |
| All | +988.9% | +1,604.2% | -615.3% | +641.6% |
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