-33.1%
MKC vs RJF
+101.5%
-134.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -2.8% | -4.2% | +1.4% | -2.2% |
| 30D | -3.4% | -3.6% | +0.2% | -2.9% |
| 3M | +3.8% | +15.6% | -11.9% | +1.6% |
| 6M | -17.9% | +17.6% | -35.5% | -19.9% |
| YTD | -23.6% | +9.2% | -32.8% | -24.9% |
| 1Y | -23.1% | +5.5% | -28.6% | -24.0% |
| 3Y | -31.5% | +70.3% | -101.8% | -38.8% |
| 5Y | -33.1% | +106.0% | -139.1% | -41.6% |
| All | -33.1% | +101.5% | -134.6% | -41.6% |
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