+1,292.0%
MRK vs CCJ
+1,604.2%
-312.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -1.4% |
| 7D | -0.9% | +5.9% | -6.9% | -1.6% |
| 30D | +15.5% | +4.7% | +10.8% | +14.9% |
| 3M | +25.1% | -3.3% | +28.4% | +25.2% |
| 6M | +30.1% | -7.0% | +37.1% | +30.2% |
| YTD | +43.1% | +11.5% | +31.7% | +39.8% |
| 1Y | +82.5% | +32.3% | +50.2% | +73.4% |
| 3Y | +49.3% | +176.8% | -127.5% | +26.4% |
| 5Y | +130.3% | +351.8% | -221.5% | +76.8% |
| 10Y | +234.3% | +1,080.5% | -846.2% | +109.7% |
| All | +1,292.0% | +1,604.2% | -312.2% | +735.4% |
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