+1,553.5%
MMM vs CCJ
+1,091.6%
+461.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -2.0% |
| 7D | +6.2% | -7.3% | +13.5% | +7.3% |
| 30D | +14.2% | -20.0% | +34.2% | +17.8% |
| 3M | +2.9% | -23.8% | +26.7% | +6.8% |
| 6M | +27.6% | -42.4% | +69.9% | +37.4% |
| YTD | +17.3% | -22.1% | +39.3% | +19.6% |
| 1Y | +15.1% | -20.8% | +35.9% | +16.8% |
| 3Y | +157.1% | +75.7% | +81.4% | +122.2% |
| 5Y | +45.1% | +167.4% | -122.3% | +13.4% |
| 10Y | +83.9% | +826.3% | -742.5% | +7.4% |
| All | +1,553.5% | +1,091.6% | +461.9% | +765.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling