+2,812.9%
MMM vs RJF
+49,848.3%
-47,035.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | -3.3% | -0.6% | -2.7% | -3.2% |
| 30D | -7.0% | -1.3% | -5.8% | -6.8% |
| 3M | +10.8% | +18.9% | -8.1% | +5.7% |
| 6M | +5.8% | +15.0% | -9.3% | +1.7% |
| YTD | +6.8% | +12.2% | -5.4% | +3.1% |
| 1Y | +10.4% | +5.6% | +4.8% | +8.1% |
| 3Y | +104.7% | +74.9% | +29.8% | +75.0% |
| 5Y | +23.6% | +106.6% | -83.1% | -0.1% |
| 10Y | +54.1% | +433.1% | -378.9% | -4.2% |
| All | +2,812.9% | +49,848.3% | -47,035.4% | +680.9% |
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 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