+20.4%
MCD vs RJF
+105.7%
-85.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -2.0% | +1.8% | -3.8% | -2.3% |
| 30D | -6.1% | 0.0% | -6.1% | -6.2% |
| 3M | -7.3% | +18.0% | -25.2% | -9.6% |
| 6M | -20.9% | +17.0% | -37.9% | -23.0% |
| YTD | -14.7% | +11.1% | -25.8% | -16.4% |
| 1Y | -16.1% | +8.0% | -24.1% | -17.5% |
| 3Y | -1.5% | +73.3% | -74.8% | -13.5% |
| 5Y | +20.4% | +107.4% | -87.0% | 0.0% |
| All | +20.4% | +105.7% | -85.3% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling