+197.3%
MKSI vs CCJ
+162.5%
+34.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.8% | +2.4% |
| 7D | +2.7% | -4.0% | +6.7% | +4.6% |
| 30D | -12.8% | -2.4% | -10.4% | -12.1% |
| 3M | -22.5% | -2.3% | -20.2% | -21.8% |
| 6M | +19.4% | -16.2% | +35.6% | +27.7% |
| YTD | +67.7% | +5.7% | +62.0% | +62.3% |
| 1Y | +131.4% | +21.3% | +110.2% | +104.5% |
| 3Y | +197.3% | +159.4% | +37.9% | +89.9% |
| All | +197.3% | +162.5% | +34.8% | +89.9% |
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 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