+29.4%
MMM vs CCJ
+369.1%
-339.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.3% | +0.7% | -4.0% | -3.4% |
| 30D | -7.0% | +6.9% | -13.9% | -7.7% |
| 3M | +10.8% | -11.6% | +22.5% | +11.8% |
| 6M | +5.8% | -16.2% | +22.0% | +6.9% |
| YTD | +6.8% | +10.1% | -3.3% | +4.7% |
| 1Y | +10.4% | +32.3% | -21.9% | +5.4% |
| 3Y | +104.7% | +171.3% | -66.6% | +75.7% |
| All | +29.4% | +369.1% | -339.7% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling