+120.9%
MPC vs CCJ
+31.2%
+89.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | +0.7% | +4.7% | +5.5% |
| 30D | +31.0% | +6.9% | +24.1% | +31.4% |
| 3M | +46.0% | -11.6% | +57.7% | +45.9% |
| 6M | +77.3% | -16.2% | +93.5% | +77.5% |
| YTD | +141.9% | +10.1% | +131.8% | +140.7% |
| 1Y | +120.9% | +32.3% | +88.6% | +122.1% |
| All | +120.9% | +31.2% | +89.7% | +122.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling