+83.0%
MMM vs CCJ
+859.4%
-776.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +1.2% |
| 7D | +5.8% | +2.7% | +3.0% | +5.4% |
| 30D | +17.9% | -14.4% | +32.3% | +19.8% |
| 3M | +3.6% | -22.6% | +26.2% | +6.3% |
| 6M | +32.9% | -35.4% | +68.3% | +38.7% |
| YTD | +19.5% | -17.6% | +37.1% | +20.5% |
| 1Y | +16.5% | -18.1% | +34.7% | +17.4% |
| 3Y | +167.2% | +79.6% | +87.6% | +137.5% |
| 5Y | +48.2% | +175.3% | -127.0% | +22.3% |
| 10Y | +83.0% | +844.8% | -761.8% | +18.4% |
| All | +83.0% | +859.4% | -776.4% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling