+13.4%
MCD vs RJF
+74.9%
-61.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.5% |
| 7D | +5.9% | +3.4% | +2.6% | +5.6% |
| 30D | +19.6% | +5.9% | +13.7% | +19.1% |
| 3M | +3.3% | -4.6% | +7.9% | +3.4% |
| 6M | +3.5% | +9.5% | -6.0% | +2.9% |
| YTD | -6.1% | +6.0% | -12.1% | -6.6% |
| 1Y | -3.7% | +4.3% | -8.0% | -4.2% |
| 3Y | +13.4% | +76.6% | -63.2% | +11.1% |
| All | +13.4% | +74.9% | -61.5% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling