+30.5%
MLM vs RJF
+80.1%
-49.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -5.8% | -0.9% | -4.9% | -5.4% |
| 30D | +9.8% | +5.3% | +4.5% | +7.2% |
| 3M | -5.2% | -6.8% | +1.7% | -2.2% |
| 6M | -10.3% | +11.4% | -21.7% | -15.0% |
| YTD | -15.5% | +5.5% | -21.0% | -18.6% |
| 1Y | -15.0% | +3.7% | -18.7% | -17.6% |
| 3Y | +17.5% | +73.4% | -56.0% | -14.3% |
| 5Y | +30.5% | +78.3% | -47.8% | -8.3% |
| All | +30.5% | +80.1% | -49.5% | -8.3% |
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 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