+339.0%
MCK vs RJF
+104.0%
+235.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.9% | -2.7% | -0.2% | -2.6% |
| 30D | +0.4% | -4.3% | +4.7% | +1.0% |
| 3M | +12.1% | +15.7% | -3.6% | +9.9% |
| 6M | -5.4% | +17.8% | -23.3% | -7.6% |
| YTD | +7.8% | +9.2% | -1.4% | +6.2% |
| 1Y | +22.9% | +2.8% | +20.2% | +22.1% |
| 3Y | +110.7% | +69.5% | +41.3% | +89.6% |
| All | +339.0% | +104.0% | +235.0% | +261.8% |
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 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