+264.6%
MP vs RJF
+280.2%
-15.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.3% | -0.3% | +0.7% |
| 7D | -3.6% | +4.0% | -7.6% | -6.4% |
| 30D | -21.0% | +6.1% | -27.1% | -24.5% |
| 3M | -33.3% | -5.8% | -27.5% | -31.0% |
| 6M | -45.9% | +9.7% | -55.6% | -50.4% |
| YTD | -27.8% | +6.2% | -34.0% | -32.5% |
| 1Y | -43.2% | +5.3% | -48.5% | -46.5% |
| 3Y | +144.0% | +74.4% | +69.6% | +46.3% |
| 5Y | -6.1% | +81.6% | -87.7% | -45.2% |
| All | +264.6% | +280.2% | -15.6% | +53.1% |
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