+272.3%
MTZ vs CCJ
+67.4%
+204.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.6% |
| 7D | +5.0% | -0.8% | +5.8% | +5.5% |
| 30D | -6.0% | -13.2% | +7.2% | -0.5% |
| 3M | -36.1% | -27.6% | -8.5% | -27.3% |
| 6M | -56.9% | -38.7% | -18.2% | -47.8% |
| YTD | -15.9% | -22.7% | +6.8% | -8.9% |
| 1Y | -3.8% | -17.6% | +13.7% | +1.4% |
| 3Y | +272.3% | +62.7% | +209.6% | +181.8% |
| All | +272.3% | +67.4% | +204.9% | +181.8% |
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