+157.1%
MMM vs CCJ
+69.7%
+87.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -1.8% |
| 7D | +6.2% | -7.3% | +13.5% | +6.9% |
| 30D | +14.2% | -20.0% | +34.2% | +16.4% |
| 3M | +2.9% | -23.8% | +26.7% | +5.3% |
| 6M | +27.6% | -42.4% | +69.9% | +33.4% |
| YTD | +17.3% | -22.1% | +39.3% | +18.6% |
| 1Y | +15.1% | -20.8% | +35.9% | +16.1% |
| 3Y | +157.1% | +75.7% | +81.4% | +129.3% |
| All | +157.1% | +69.7% | +87.4% | +129.3% |
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 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