+3,164.0%
MMM vs RJF
+46,882.4%
-43,718.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -2.6% | -0.9% | -1.7% | -2.4% |
| 30D | +17.4% | +5.3% | +12.1% | +15.9% |
| 3M | +3.6% | -6.8% | +10.4% | +5.5% |
| 6M | +33.0% | +11.4% | +21.6% | +29.0% |
| YTD | +19.6% | +5.5% | +14.1% | +17.4% |
| 1Y | +14.0% | +3.7% | +10.4% | +12.4% |
| 3Y | +164.3% | +73.4% | +90.9% | +126.7% |
| 5Y | +49.3% | +78.3% | -29.0% | +25.6% |
| 10Y | +78.4% | +328.4% | -250.1% | +17.1% |
| All | +3,164.0% | +46,882.4% | -43,718.3% | +789.7% |
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