+159.3%
MP vs CCJ
+67.4%
+91.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.3% |
| 7D | +9.5% | -0.8% | +10.3% | +9.9% |
| 30D | -3.0% | -13.2% | +10.2% | +5.1% |
| 3M | -30.4% | -27.6% | -2.7% | -16.4% |
| 6M | -39.2% | -38.7% | -0.5% | -20.4% |
| YTD | -23.3% | -22.7% | -0.6% | -8.6% |
| 1Y | -32.6% | -17.6% | -15.1% | -21.6% |
| 3Y | +159.3% | +62.7% | +96.6% | +117.8% |
| All | +159.3% | +67.4% | +91.9% | +117.8% |
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