-14.3%
MLM vs RJF
+3.3%
-17.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -4.1% | +3.6% | -7.7% | -5.0% |
| 30D | +8.2% | +3.5% | +4.6% | +7.1% |
| 3M | -3.6% | -8.9% | +5.3% | -1.2% |
| 6M | -15.6% | +2.9% | -18.4% | -16.0% |
| YTD | -16.4% | +2.8% | -19.2% | -19.1% |
| 1Y | -14.3% | +2.7% | -17.0% | -17.3% |
| All | -14.3% | +3.3% | -17.7% | -17.3% |
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