+264.6%
MP vs CCJ
+619.2%
-354.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -1.6% |
| 7D | -3.6% | +0.4% | -4.0% | -3.6% |
| 30D | -21.0% | -17.2% | -3.7% | -12.3% |
| 3M | -33.3% | -25.1% | -8.2% | -21.9% |
| 6M | -45.9% | -37.6% | -8.3% | -30.2% |
| YTD | -27.8% | -20.4% | -7.5% | -16.8% |
| 1Y | -43.2% | -22.5% | -20.7% | -33.6% |
| 3Y | +144.0% | +72.5% | +71.6% | +77.9% |
| 5Y | -6.1% | +179.9% | -186.0% | -49.6% |
| All | +264.6% | +619.2% | -354.6% | +19.0% |
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