+3,091.3%
MLM vs RJF
+11,762.5%
-8,671.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -4.1% | +3.6% | -7.7% | -5.3% |
| 30D | +8.2% | +3.5% | +4.6% | +6.8% |
| 3M | -3.6% | -9.2% | +5.6% | -0.2% |
| 6M | -15.6% | +2.5% | -18.1% | -16.6% |
| YTD | -16.4% | +2.5% | -18.9% | -17.9% |
| 1Y | -14.3% | +2.3% | -16.7% | -15.8% |
| 3Y | +19.3% | +68.7% | -49.4% | -3.8% |
| 5Y | +29.6% | +74.4% | -44.8% | +2.2% |
| 10Y | +189.9% | +376.9% | -187.0% | +56.1% |
| All | +3,091.3% | +11,762.5% | -8,671.2% | +643.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling