+5,270.3%
MTZ vs CCJ
+1,583.6%
+3,686.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.2% |
| 3M | -36.7% | -11.6% | -25.1% | -34.1% |
| 6M | -21.9% | -16.2% | -5.7% | -17.9% |
| YTD | +9.1% | +10.1% | -1.0% | +4.3% |
| 1Y | +30.0% | +32.3% | -2.3% | +15.3% |
| 3Y | +138.5% | +171.3% | -32.8% | +63.5% |
| 5Y | +158.3% | +372.4% | -214.0% | +39.7% |
| 10Y | +700.8% | +1,070.0% | -369.3% | +191.2% |
| All | +5,270.3% | +1,583.6% | +3,686.7% | +2,757.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling