+96.6%
MPC vs CCJ
-24.3%
+120.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.6% | -0.9% |
| 7D | -16.2% | -7.3% | -8.9% | -16.6% |
| 30D | -15.7% | -20.0% | +4.2% | -16.9% |
| 3M | +24.9% | -23.8% | +48.7% | +22.8% |
| 6M | +52.7% | -42.4% | +95.0% | +49.7% |
| YTD | +131.9% | -22.1% | +153.9% | +118.2% |
| 1Y | +96.6% | -20.8% | +117.5% | +85.0% |
| All | +96.6% | -24.3% | +120.9% | +85.0% |
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