+243.8%
MET vs CCJ
+1,065.5%
-821.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | -0.5% | -4.0% | +3.5% | +0.1% |
| 30D | +0.5% | -2.4% | +2.9% | +0.7% |
| 3M | +11.6% | -2.3% | +13.9% | +11.5% |
| 6M | +40.8% | -16.2% | +57.0% | +43.3% |
| YTD | +25.7% | +5.7% | +20.0% | +22.0% |
| 1Y | +24.4% | +21.3% | +3.1% | +16.6% |
| 3Y | +67.5% | +159.4% | -91.9% | +31.3% |
| 5Y | +85.8% | +300.7% | -214.8% | +28.5% |
| All | +243.8% | +1,065.5% | -821.7% | +83.4% |
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