+58.0%
MRK vs CCJ
+67.4%
-9.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.5% |
| 7D | +0.7% | -0.8% | +1.5% | +0.7% |
| 30D | +0.3% | -13.2% | +13.4% | +0.2% |
| 3M | +9.7% | -27.6% | +37.3% | +9.5% |
| 6M | +32.0% | -38.7% | +70.7% | +31.6% |
| YTD | +43.3% | -22.7% | +66.0% | +43.5% |
| 1Y | +63.7% | -17.6% | +81.2% | +64.1% |
| 3Y | +58.0% | +62.7% | -4.7% | +55.1% |
| All | +58.0% | +67.4% | -9.3% | +55.1% |
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