+1,209.8%
MET vs CCJ
+7,702.8%
-6,493.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +1.2% | +0.7% | +0.4% | +0.9% |
| 30D | +1.4% | +6.9% | -5.5% | -0.8% |
| 3M | +17.7% | -11.6% | +29.3% | +20.6% |
| 6M | +35.0% | -16.2% | +51.2% | +38.9% |
| YTD | +26.3% | +10.1% | +16.2% | +18.3% |
| 1Y | +22.8% | +32.3% | -9.4% | +6.5% |
| 3Y | +65.9% | +171.3% | -105.4% | +7.4% |
| 5Y | +85.4% | +372.4% | -287.0% | -8.2% |
| 10Y | +253.7% | +1,070.0% | -816.3% | +6.8% |
| All | +1,209.8% | +7,702.8% | -6,493.0% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling