+739.9%
MTZ vs CCJ
+1,070.5%
-330.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.4% |
| 7D | +3.6% | +5.9% | -2.4% | +1.5% |
| 30D | -9.6% | +4.7% | -14.3% | -11.3% |
| 3M | -31.9% | -3.3% | -28.6% | -31.2% |
| 6M | -13.8% | -7.0% | -6.8% | -12.4% |
| YTD | +13.3% | +11.5% | +1.8% | +7.6% |
| 1Y | +39.3% | +32.3% | +7.0% | +23.0% |
| 3Y | +168.3% | +176.8% | -8.5% | +81.3% |
| 5Y | +166.4% | +351.8% | -185.4% | +45.6% |
| 10Y | +739.9% | +1,080.5% | -340.6% | +228.4% |
| All | +739.9% | +1,070.5% | -330.6% | +228.4% |
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 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