+27.0%
MMM vs RJF
+105.7%
-78.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -1.6% | +1.8% | -3.4% | -2.3% |
| 30D | -8.0% | 0.0% | -8.0% | -8.1% |
| 3M | +9.4% | +18.0% | -8.6% | +2.2% |
| 6M | +10.2% | +17.0% | -6.7% | +3.2% |
| YTD | +6.1% | +11.1% | -5.0% | +0.9% |
| 1Y | +10.8% | +8.0% | +2.8% | +6.3% |
| 3Y | +104.8% | +73.3% | +31.5% | +62.6% |
| 5Y | +27.0% | +107.4% | -80.4% | -6.5% |
| All | +27.0% | +105.7% | -78.7% | -6.5% |
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