+1,293.6%
MRK vs CCJ
+1,082.1%
+211.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.7% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +0.3% | -13.2% | +13.4% | +1.7% |
| 3M | +9.7% | -27.6% | +37.3% | +13.3% |
| 6M | +32.0% | -38.7% | +70.7% | +38.2% |
| YTD | +43.3% | -22.7% | +66.0% | +45.2% |
| 1Y | +63.7% | -17.6% | +81.2% | +64.6% |
| 3Y | +58.0% | +62.7% | -4.7% | +42.0% |
| 5Y | +105.0% | +159.7% | -54.8% | +68.4% |
| 10Y | +228.6% | +769.3% | -540.7% | +112.4% |
| All | +1,293.6% | +1,082.1% | +211.5% | +767.9% |
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