-18.3%
MKC vs RJF
+7.8%
-26.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.3% | +1.1% | +5.1% |
| 7D | +9.6% | +7.2% | +2.4% | +9.2% |
| 30D | +12.0% | +4.9% | +7.1% | +11.5% |
| 3M | -2.0% | -5.5% | +3.5% | -2.7% |
| 6M | +7.2% | +8.0% | -0.8% | +7.2% |
| YTD | -23.7% | +6.2% | -29.9% | -23.8% |
| 1Y | -18.3% | +7.8% | -26.1% | -18.8% |
| All | -18.3% | +7.8% | -26.1% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling