+51.2%
MMM vs RJF
+429.5%
-378.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -3.2% | -4.2% | +0.9% | -1.6% |
| 30D | -10.7% | -3.6% | -7.1% | -9.4% |
| 3M | +4.3% | +15.6% | -11.4% | -2.0% |
| 6M | +5.9% | +17.6% | -11.7% | -1.3% |
| YTD | +3.2% | +9.2% | -6.1% | -1.4% |
| 1Y | +8.0% | +5.5% | +2.5% | +4.5% |
| 3Y | +99.1% | +70.3% | +28.8% | +57.0% |
| 5Y | +25.7% | +106.0% | -80.3% | -10.6% |
| All | +51.2% | +429.5% | -378.3% | -24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling