+65.0%
MET vs CCJ
+172.7%
-107.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -0.8% | +4.2% | -4.9% | -1.1% |
| 30D | -1.4% | +3.2% | -4.6% | -1.8% |
| 3M | +12.5% | -1.8% | +14.3% | +12.5% |
| 6M | +37.1% | -13.5% | +50.6% | +38.3% |
| YTD | +23.8% | +9.7% | +14.0% | +20.8% |
| 1Y | +24.1% | +30.0% | -5.9% | +17.7% |
| All | +65.0% | +172.7% | -107.7% | +34.7% |
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