+181.3%
MCD vs RJF
+428.4%
-247.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | -6.7% | -2.0% | -4.7% | -6.3% |
| 3M | -9.6% | +16.3% | -25.9% | -12.9% |
| 6M | -22.3% | +16.9% | -39.2% | -25.4% |
| YTD | -15.4% | +10.4% | -25.9% | -17.9% |
| 1Y | -16.8% | +7.4% | -24.2% | -18.9% |
| 3Y | -2.4% | +72.2% | -74.6% | -17.8% |
| 5Y | +19.4% | +105.1% | -85.8% | -6.5% |
| 10Y | +181.3% | +430.9% | -249.6% | +67.1% |
| All | +181.3% | +428.4% | -247.1% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling