+131.4%
MKSI vs CCJ
+22.0%
+109.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.8% | +2.4% |
| 7D | +2.7% | -4.0% | +6.7% | +4.4% |
| 30D | -12.8% | -2.4% | -10.4% | -12.1% |
| 3M | -22.5% | -2.3% | -20.2% | -22.2% |
| 6M | +19.4% | -16.2% | +35.6% | +24.9% |
| YTD | +67.7% | +5.7% | +62.0% | +70.9% |
| 1Y | +131.4% | +21.3% | +110.2% | +135.1% |
| All | +131.4% | +22.0% | +109.4% | +135.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling