+49.7%
MMM vs RJF
+81.1%
-31.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +7.0% | +4.0% | +3.0% | +5.4% |
| 30D | +18.4% | +6.1% | +12.2% | +15.8% |
| 3M | +4.5% | -5.8% | +10.3% | +6.8% |
| 6M | +33.4% | +9.7% | +23.7% | +28.1% |
| YTD | +20.0% | +6.2% | +13.8% | +16.1% |
| 1Y | +15.0% | +5.3% | +9.7% | +11.5% |
| 3Y | +165.0% | +74.4% | +90.6% | +110.2% |
| All | +49.7% | +81.1% | -31.4% | +16.9% |
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