+53.8%
MMM vs CCJ
+1,070.5%
-1,016.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -1.6% | +5.9% | -7.5% | -2.3% |
| 30D | -8.0% | +4.7% | -12.7% | -8.5% |
| 3M | +9.4% | -3.3% | +12.7% | +9.5% |
| 6M | +10.2% | -7.0% | +17.3% | +10.4% |
| YTD | +6.1% | +11.5% | -5.3% | +3.6% |
| 1Y | +10.8% | +32.3% | -21.5% | +5.2% |
| 3Y | +104.8% | +176.8% | -72.1% | +73.2% |
| 5Y | +27.0% | +351.8% | -324.8% | -1.4% |
| 10Y | +53.8% | +1,080.5% | -1,026.7% | +0.1% |
| All | +53.8% | +1,070.5% | -1,016.7% | +0.1% |
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 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