+129.9%
MRK vs CCJ
+281.7%
-151.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.5% |
| 7D | -4.3% | -4.0% | -0.2% | -4.2% |
| 30D | +8.3% | -2.4% | +10.7% | +8.3% |
| 3M | +20.0% | -2.3% | +22.4% | +20.1% |
| 6M | +25.7% | -16.2% | +41.9% | +25.8% |
| YTD | +38.7% | +5.7% | +33.1% | +38.5% |
| 1Y | +74.7% | +21.3% | +53.4% | +74.0% |
| 3Y | +45.4% | +159.4% | -114.0% | +40.6% |
| All | +129.9% | +281.7% | -151.9% | +122.2% |
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