-10.9%
MP vs RJF
+81.1%
-92.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +2.9% |
| 7D | +9.5% | +3.6% | +5.9% | +6.9% |
| 30D | -3.0% | +7.2% | -10.2% | -7.9% |
| 3M | -30.4% | -6.5% | -23.9% | -27.4% |
| 6M | -39.2% | +10.3% | -49.5% | -44.4% |
| YTD | -23.3% | +6.5% | -29.8% | -28.5% |
| 1Y | -32.6% | +6.1% | -38.8% | -36.9% |
| 3Y | +159.3% | +74.9% | +84.4% | +49.1% |
| All | -10.9% | +81.1% | -92.0% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling