+27.4%
MKC vs RJF
+429.3%
-401.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | -1.5% | -2.7% | +1.2% | -1.0% |
| 30D | -3.1% | -4.3% | +1.1% | -2.4% |
| 3M | +5.2% | +15.7% | -10.5% | +2.3% |
| 6M | -12.8% | +17.8% | -30.6% | -15.7% |
| YTD | -23.3% | +9.2% | -32.5% | -25.0% |
| 1Y | -24.1% | +2.8% | -26.9% | -25.0% |
| 3Y | -32.1% | +69.5% | -101.6% | -40.2% |
| 5Y | -32.8% | +105.9% | -138.7% | -44.0% |
| All | +27.4% | +429.3% | -401.9% | -13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling