+127.0%
MP vs CCJ
+69.7%
+57.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.3% | +0.6% | +2.5% |
| 7D | -10.5% | -7.3% | -3.2% | -6.6% |
| 30D | -23.5% | -20.0% | -3.6% | -13.3% |
| 3M | -25.4% | -23.8% | -1.6% | -12.9% |
| 6M | -51.3% | -42.4% | -8.9% | -34.3% |
| YTD | -29.9% | -22.1% | -7.8% | -16.8% |
| 1Y | -31.8% | -20.8% | -11.0% | -19.4% |
| 3Y | +127.0% | +75.7% | +51.3% | +90.8% |
| All | +127.0% | +69.7% | +57.3% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling