+101.9%
MPC vs CCJ
-21.5%
+123.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.7% | -1.1% | +4.9% |
| 7D | -9.4% | +2.7% | -12.1% | -9.3% |
| 30D | -14.3% | -14.4% | +0.1% | -15.3% |
| 3M | +31.1% | -22.6% | +53.7% | +29.0% |
| 6M | +60.3% | -35.4% | +95.7% | +57.6% |
| YTD | +142.5% | -17.6% | +160.1% | +129.4% |
| All | +101.9% | -21.5% | +123.4% | +91.5% |
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