+11.7%
MRSH vs CCJ
-4.5%
+16.2%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -2.6% |
| 7D | -3.8% | +5.9% | -9.7% | -2.7% |
| 30D | -5.8% | +4.7% | -10.5% | -4.8% |
| 3M | +11.7% | -3.3% | +15.0% | +13.2% |
| All | +11.7% | -4.5% | +16.2% | +13.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling