+492.6%
MTZ vs CCJ
+859.4%
-366.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.7% | +2.9% | +6.6% |
| 7D | -2.4% | +2.7% | -5.1% | -3.1% |
| 30D | -11.1% | -14.4% | +3.3% | -6.3% |
| 3M | -30.6% | -22.6% | -8.0% | -24.6% |
| 6M | -54.4% | -35.4% | -18.9% | -47.3% |
| YTD | -13.0% | -17.6% | +4.6% | -8.5% |
| 1Y | -5.7% | -18.1% | +12.5% | -0.7% |
| 3Y | +297.2% | +79.6% | +217.6% | +209.4% |
| 5Y | +95.9% | +175.3% | -79.4% | +26.2% |
| 10Y | +492.6% | +844.8% | -352.2% | +119.7% |
| All | +492.6% | +859.4% | -366.8% | +119.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling