+81.9%
MET vs CCJ
+354.8%
-272.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.3% |
| 7D | +1.1% | +5.9% | -4.8% | +0.4% |
| 30D | -2.3% | +4.7% | -7.0% | -3.0% |
| 3M | +13.9% | -3.3% | +17.2% | +14.0% |
| 6M | +34.8% | -7.0% | +41.8% | +34.9% |
| YTD | +23.5% | +11.5% | +12.1% | +19.7% |
| 1Y | +23.4% | +32.3% | -8.9% | +15.5% |
| 3Y | +64.9% | +176.8% | -112.0% | +32.1% |
| All | +81.9% | +354.8% | -272.9% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling