+194.4%
MET vs CCJ
+765.4%
-571.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.0% |
| 7D | +4.5% | -0.8% | +5.3% | +4.6% |
| 30D | +3.5% | -13.2% | +16.7% | +5.7% |
| 3M | +5.9% | -27.6% | +33.6% | +11.1% |
| 6M | +33.1% | -38.7% | +71.8% | +42.6% |
| YTD | +33.6% | -22.7% | +56.3% | +35.9% |
| 1Y | +32.7% | -17.6% | +50.3% | +33.3% |
| 3Y | +85.0% | +62.7% | +22.4% | +56.7% |
| 5Y | +85.6% | +159.7% | -74.1% | +38.1% |
| All | +194.4% | +765.4% | -571.0% | +53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling