+601.0%
MPC vs CCJ
+159.0%
+442.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | +11.2% | -0.8% | +12.0% | +11.4% |
| 30D | -14.5% | -13.2% | -1.3% | -12.9% |
| 3M | +16.7% | -27.6% | +44.3% | +21.8% |
| 6M | +67.6% | -38.7% | +106.3% | +78.8% |
| YTD | +157.9% | -22.7% | +180.6% | +158.6% |
| 1Y | +116.7% | -17.6% | +134.2% | +113.9% |
| 3Y | +199.8% | +62.7% | +137.1% | +134.7% |
| All | +601.0% | +159.0% | +442.0% | +377.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling