+43.5%
MLM vs RJF
+106.8%
-63.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.9% |
| 7D | -2.9% | -0.6% | -2.3% | -2.7% |
| 30D | -6.8% | -1.3% | -5.6% | -6.4% |
| 3M | -11.2% | +18.9% | -30.1% | -18.2% |
| 6M | -21.8% | +15.0% | -36.9% | -27.1% |
| YTD | -17.0% | +12.2% | -29.2% | -22.2% |
| 1Y | -16.4% | +5.6% | -22.0% | -19.6% |
| 3Y | +14.5% | +74.9% | -60.4% | -16.6% |
| All | +43.5% | +106.8% | -63.3% | -6.6% |
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