+18.4%
MLM vs RJF
+76.2%
-57.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -2.9% | +4.0% | -6.8% | -4.3% |
| 30D | +10.4% | +6.1% | +4.3% | +7.9% |
| 3M | -3.7% | -5.8% | +2.1% | -1.6% |
| 6M | -10.3% | +9.7% | -19.9% | -13.6% |
| YTD | -14.8% | +6.2% | -21.0% | -17.7% |
| 1Y | -13.9% | +5.3% | -19.2% | -16.6% |
| 3Y | +18.4% | +74.4% | -56.1% | -7.2% |
| All | +18.4% | +76.2% | -57.8% | -7.2% |
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