+138.8%
MLM vs RJF
+326.9%
-188.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | -0.9% | +3.6% | -4.5% | -2.6% |
| 30D | +9.0% | +7.2% | +1.8% | +5.3% |
| 3M | -5.6% | -6.5% | +0.9% | -2.5% |
| 6M | -10.7% | +10.3% | -21.0% | -15.4% |
| YTD | -17.2% | +6.5% | -23.7% | -20.8% |
| 1Y | -14.2% | +6.1% | -20.3% | -18.0% |
| 3Y | +15.6% | +74.9% | -59.3% | -16.9% |
| 5Y | +26.2% | +81.3% | -55.1% | -13.1% |
| All | +138.8% | +326.9% | -188.2% | -0.7% |
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