+1,181.4%
MET vs RJF
+4,441.7%
-3,260.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.5% |
| 7D | +1.1% | +1.8% | -0.6% | +0.1% |
| 30D | -2.3% | 0.0% | -2.3% | -2.4% |
| 3M | +13.9% | +18.0% | -4.1% | +2.2% |
| 6M | +34.8% | +17.0% | +17.8% | +21.3% |
| YTD | +23.5% | +11.1% | +12.4% | +14.3% |
| 1Y | +23.4% | +8.0% | +15.4% | +15.8% |
| 3Y | +64.9% | +73.3% | -8.4% | +12.4% |
| 5Y | +82.0% | +107.4% | -25.4% | +8.1% |
| 10Y | +244.4% | +428.5% | -184.1% | +13.3% |
| All | +1,181.4% | +4,441.7% | -3,260.3% | +54.9% |
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