-32.4%
MKC vs RJF
+69.1%
-101.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -2.8% | -4.2% | +1.4% | -2.4% |
| 30D | -3.4% | -3.6% | +0.2% | -3.1% |
| 3M | +3.8% | +15.6% | -11.9% | +2.3% |
| 6M | -17.9% | +17.6% | -35.5% | -19.2% |
| YTD | -23.6% | +9.2% | -32.8% | -24.5% |
| 1Y | -23.1% | +5.5% | -28.6% | -23.7% |
| All | -32.4% | +69.1% | -101.5% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling