+85.6%
MET vs CCJ
+75.9%
+9.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | 0.0% | +3.7% | -3.6% | -0.3% |
| 30D | +3.4% | -13.7% | +17.1% | +4.6% |
| 3M | +7.0% | -24.7% | +31.7% | +9.4% |
| 6M | +34.6% | -38.1% | +72.8% | +40.1% |
| YTD | +34.0% | -18.8% | +52.7% | +34.1% |
| 1Y | +35.9% | -19.5% | +55.4% | +36.1% |
| All | +85.6% | +75.9% | +9.7% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling