+46.1%
MRK vs CCJ
+164.6%
-118.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.9% |
| 7D | -5.0% | -3.2% | -1.8% | -5.0% |
| 30D | +11.0% | -1.3% | +12.3% | +10.9% |
| 3M | +22.4% | +2.5% | +19.9% | +22.5% |
| 6M | +25.4% | -18.9% | +44.3% | +25.2% |
| YTD | +39.5% | +6.5% | +33.0% | +39.9% |
| 1Y | +78.0% | +22.8% | +55.1% | +78.9% |
| All | +46.1% | +164.6% | -118.4% | +44.3% |
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