+180.6%
MPC vs CCJ
+175.9%
+4.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | +0.7% | +4.7% | +5.4% |
| 30D | +31.0% | +6.9% | +24.1% | +30.1% |
| 3M | +46.0% | -11.6% | +57.7% | +47.3% |
| 6M | +77.3% | -16.2% | +93.5% | +79.0% |
| YTD | +141.9% | +10.1% | +131.8% | +134.6% |
| 1Y | +120.9% | +32.3% | +88.6% | +106.2% |
| All | +180.6% | +175.9% | +4.8% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling