+277.5%
MP vs CCJ
+643.9%
-366.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.7% | +0.9% | +3.5% |
| 7D | -1.6% | +2.7% | -4.3% | -2.8% |
| 30D | -18.2% | -14.4% | -3.8% | -10.8% |
| 3M | -26.1% | -22.6% | -3.5% | -15.0% |
| 6M | -44.0% | -35.4% | -8.6% | -29.0% |
| YTD | -25.3% | -17.6% | -7.7% | -15.5% |
| 1Y | -35.6% | -18.1% | -17.4% | -26.7% |
| 3Y | +147.1% | +79.6% | +67.5% | +76.2% |
| 5Y | -11.3% | +175.3% | -186.5% | -52.1% |
| All | +277.5% | +643.9% | -366.4% | +21.0% |
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 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