+443.0%
MP vs RJF
+295.5%
+147.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.5% |
| 7D | -0.7% | -0.3% | -0.5% | -0.7% |
| 30D | -0.7% | -2.0% | +1.4% | +0.6% |
| 3M | 0.0% | +16.3% | -16.3% | -11.1% |
| 6M | -10.0% | +16.9% | -26.9% | -20.6% |
| YTD | +7.5% | +10.4% | -3.0% | -1.7% |
| 1Y | -14.0% | +7.4% | -21.4% | -20.0% |
| 3Y | +153.5% | +72.2% | +81.3% | +55.1% |
| 5Y | +62.7% | +105.1% | -42.4% | -12.0% |
| All | +443.0% | +295.5% | +147.5% | +123.0% |
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