+30.0%
MTZ vs CCJ
+31.2%
-1.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | -11.1% | +6.9% | -17.9% | -13.5% |
| 3M | -36.7% | -11.6% | -25.1% | -35.0% |
| 6M | -21.9% | -16.2% | -5.7% | -19.6% |
| YTD | +9.1% | +10.1% | -1.0% | +5.0% |
| 1Y | +30.0% | +32.3% | -2.3% | +21.3% |
| All | +30.0% | +31.2% | -1.2% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling