+78.1%
MMM vs CCJ
+778.2%
-700.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.0% |
| 7D | -0.8% | +5.0% | -5.9% | -1.4% |
| 30D | +14.4% | -16.7% | +31.1% | +16.6% |
| 3M | +1.8% | -27.5% | +29.3% | +5.2% |
| 6M | +31.3% | -38.6% | +69.9% | +37.8% |
| YTD | +18.0% | -21.5% | +39.5% | +19.6% |
| 1Y | +10.9% | -22.3% | +33.2% | +12.4% |
| 3Y | +160.6% | +69.9% | +90.7% | +133.2% |
| 5Y | +44.5% | +163.6% | -119.1% | +19.9% |
| All | +78.1% | +778.2% | -700.2% | +18.3% |
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