+101.7%
MPC vs CCJ
-24.1%
+125.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.3% |
| 7D | -8.8% | +0.4% | -9.3% | -8.8% |
| 30D | -14.4% | -17.2% | +2.9% | -15.5% |
| 3M | +21.9% | -25.1% | +47.1% | +19.8% |
| 6M | +60.1% | -37.6% | +97.7% | +57.2% |
| YTD | +142.3% | -20.4% | +162.7% | +128.8% |
| 1Y | +101.7% | -22.5% | +124.2% | +91.0% |
| All | +101.7% | -24.1% | +125.8% | +91.0% |
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