+191.2%
MPC vs CCJ
+75.9%
+115.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +3.3% |
| 7D | +2.6% | +3.7% | -1.1% | +2.4% |
| 30D | -12.2% | -13.7% | +1.5% | -11.5% |
| 3M | +20.1% | -24.7% | +44.8% | +21.8% |
| 6M | +60.6% | -38.1% | +98.7% | +65.4% |
| YTD | +150.6% | -18.8% | +169.3% | +147.6% |
| 1Y | +104.7% | -19.5% | +124.2% | +102.2% |
| All | +191.2% | +75.9% | +115.4% | +140.5% |
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 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