+237.4%
MP vs CCJ
+574.4%
-337.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.7% | -1.4% | -3.5% |
| 7D | -19.0% | -18.2% | -0.8% | -9.8% |
| 30D | -30.5% | -26.5% | -3.9% | -17.8% |
| 3M | -29.6% | -27.5% | -2.1% | -16.0% |
| 6M | -50.4% | -40.3% | -10.1% | -34.4% |
| YTD | -33.2% | -25.3% | -7.9% | -20.4% |
| 1Y | -38.6% | -28.1% | -10.5% | -25.2% |
| 3Y | +105.5% | +63.8% | +41.6% | +53.8% |
| 5Y | -7.8% | +156.3% | -164.1% | -48.1% |
| All | +237.4% | +574.4% | -337.0% | +13.9% |
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