+258.1%
MTZ vs CCJ
+69.7%
+188.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.3% | +5.2% | +7.7% |
| 7D | -6.4% | -7.3% | +0.9% | -3.4% |
| 30D | -22.1% | -20.0% | -2.1% | -14.8% |
| 3M | -32.7% | -23.8% | -8.8% | -25.2% |
| 6M | -59.8% | -42.4% | -17.4% | -50.4% |
| YTD | -19.9% | -22.1% | +2.2% | -13.7% |
| 1Y | -11.5% | -20.8% | +9.4% | -5.3% |
| 3Y | +258.1% | +75.7% | +182.3% | +194.6% |
| All | +258.1% | +69.7% | +188.4% | +194.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling