+41,709.6%
MCHP vs RJF
+13,271.4%
+28,438.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -9.8% | -2.0% | -7.7% | -9.0% |
| 3M | -19.7% | +16.3% | -36.0% | -25.5% |
| 6M | +13.6% | +16.9% | -3.3% | +4.9% |
| YTD | +16.5% | +10.4% | +6.1% | +9.8% |
| 1Y | +15.7% | +7.4% | +8.3% | +10.4% |
| 3Y | 0.0% | +72.2% | -72.3% | -22.9% |
| 5Y | +4.4% | +105.1% | -100.7% | -25.8% |
| 10Y | +201.4% | +430.9% | -229.5% | +40.9% |
| All | +41,709.6% | +13,271.4% | +28,438.2% | +4,938.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling