+274.5%
MP vs RJF
+278.4%
-3.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +11.0% | +1.5% | +9.5% | +9.9% |
| 30D | -11.7% | +6.7% | -18.5% | -15.9% |
| 3M | -30.8% | -7.3% | -23.4% | -27.5% |
| 6M | -42.9% | +9.8% | -52.7% | -47.6% |
| YTD | -25.9% | +5.6% | -31.5% | -30.4% |
| 1Y | -37.3% | +2.3% | -39.6% | -39.6% |
| 3Y | +150.7% | +73.6% | +77.1% | +50.8% |
| 5Y | -19.3% | +79.9% | -99.2% | -52.5% |
| All | +274.5% | +278.4% | -3.9% | +57.9% |
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 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