+1,106.2%
MPC vs CCJ
+859.4%
+246.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.7% | -1.1% | +3.3% |
| 7D | -9.4% | +2.7% | -12.1% | -9.9% |
| 30D | -14.3% | -14.4% | +0.1% | -11.6% |
| 3M | +31.1% | -22.6% | +53.7% | +37.6% |
| 6M | +60.3% | -35.4% | +95.7% | +73.7% |
| YTD | +142.5% | -17.6% | +160.1% | +142.4% |
| 1Y | +104.6% | -18.1% | +122.7% | +104.0% |
| 3Y | +191.7% | +79.6% | +112.1% | +118.3% |
| 5Y | +549.2% | +175.3% | +373.9% | +306.1% |
| 10Y | +1,106.2% | +844.8% | +261.4% | +337.8% |
| All | +1,106.2% | +859.4% | +246.8% | +337.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling