+123.2%
MPC vs CCJ
+33.1%
+90.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +2.3% |
| 7D | +3.9% | +5.9% | -2.1% | +4.1% |
| 30D | +33.8% | +4.7% | +29.1% | +34.0% |
| 3M | +49.9% | -3.3% | +53.1% | +50.0% |
| 6M | +80.9% | -7.0% | +88.0% | +80.6% |
| YTD | +147.4% | +11.5% | +136.0% | +146.3% |
| 1Y | +123.2% | +32.3% | +90.9% | +124.3% |
| All | +123.2% | +33.1% | +90.1% | +124.3% |
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