+855.4%
MU vs CCJ
+69.7%
+785.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.3% | +0.8% | +2.9% |
| 7D | -22.0% | -7.3% | -14.7% | -18.6% |
| 30D | -36.6% | -20.0% | -16.6% | -28.7% |
| 3M | -21.7% | -23.8% | +2.1% | -10.6% |
| 6M | +3.5% | -42.4% | +45.9% | +35.4% |
| YTD | +141.9% | -22.1% | +164.0% | +175.7% |
| 1Y | +189.8% | -20.8% | +210.7% | +227.9% |
| 3Y | +855.4% | +75.7% | +779.6% | +577.7% |
| All | +855.4% | +69.7% | +785.7% | +577.7% |
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 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