+254.1%
MP vs CCJ
+603.7%
-349.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.3% | +0.6% | +2.6% |
| 7D | -10.5% | -7.3% | -3.2% | -6.7% |
| 30D | -23.5% | -20.0% | -3.6% | -13.7% |
| 3M | -25.4% | -23.8% | -1.6% | -13.4% |
| 6M | -51.3% | -42.4% | -8.9% | -34.5% |
| YTD | -29.9% | -22.1% | -7.8% | -18.4% |
| 1Y | -31.8% | -20.8% | -11.0% | -20.9% |
| 3Y | +127.0% | +75.7% | +51.3% | +63.7% |
| 5Y | -3.3% | +167.4% | -170.7% | -46.8% |
| All | +254.1% | +603.7% | -349.6% | +16.8% |
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 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