+7,068.8%
MU vs CCJ
+1,583.6%
+5,485.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | +9.0% | +0.7% | +8.2% | +8.6% |
| 30D | +13.8% | +6.9% | +7.0% | +10.8% |
| 3M | +2.1% | -11.6% | +13.7% | +7.2% |
| 6M | +153.8% | -16.2% | +170.0% | +170.0% |
| YTD | +256.4% | +10.1% | +246.3% | +245.7% |
| 1Y | +719.8% | +32.3% | +687.5% | +633.9% |
| 3Y | +1,360.4% | +171.3% | +1,189.1% | +894.9% |
| 5Y | +1,312.4% | +372.4% | +940.0% | +645.0% |
| 10Y | +6,142.6% | +1,070.0% | +5,072.5% | +1,968.8% |
| All | +7,068.8% | +1,583.6% | +5,485.1% | +1,495.3% |
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