+3,101.0%
MPC vs CCJ
+384.6%
+2,716.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | +0.7% | +4.7% | +5.2% |
| 30D | +31.0% | +6.9% | +24.1% | +28.3% |
| 3M | +46.0% | -11.6% | +57.7% | +49.2% |
| 6M | +77.3% | -16.2% | +93.5% | +80.8% |
| YTD | +141.9% | +10.1% | +131.8% | +126.4% |
| 1Y | +120.9% | +32.3% | +88.6% | +91.6% |
| 3Y | +182.7% | +171.3% | +11.4% | +84.7% |
| 5Y | +646.4% | +372.4% | +274.0% | +280.2% |
| 10Y | +1,138.7% | +1,070.0% | +68.7% | +301.3% |
| All | +3,101.0% | +384.6% | +2,716.4% | +1,350.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling