+1,405.3%
MMM vs CCJ
+1,583.6%
-178.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.0% |
| 3M | +10.8% | -11.6% | +22.5% | +12.4% |
| 6M | +5.8% | -16.2% | +22.0% | +7.6% |
| YTD | +6.8% | +10.1% | -3.3% | +3.7% |
| 1Y | +10.4% | +32.3% | -21.9% | +3.1% |
| 3Y | +104.7% | +171.3% | -66.6% | +65.8% |
| 5Y | +23.6% | +372.4% | -348.8% | -12.0% |
| 10Y | +54.1% | +1,070.0% | -1,015.9% | -12.8% |
| All | +1,405.3% | +1,583.6% | -178.3% | +650.0% |
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