+1,079.5%
MPC vs RJF
+367.7%
+711.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.4% |
| 7D | -16.2% | +3.6% | -19.7% | -18.4% |
| 30D | -15.7% | +3.5% | -19.3% | -18.2% |
| 3M | +24.9% | -8.9% | +33.8% | +31.6% |
| 6M | +52.7% | +2.9% | +49.8% | +46.9% |
| YTD | +131.9% | +2.8% | +129.0% | +120.5% |
| 1Y | +96.6% | +2.7% | +94.0% | +86.8% |
| 3Y | +163.8% | +69.3% | +94.5% | +69.2% |
| 5Y | +533.1% | +75.0% | +458.1% | +271.5% |
| All | +1,079.5% | +367.7% | +711.8% | +274.9% |
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