+1,106.5%
MPC vs RJF
+434.1%
+672.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.3% |
| 7D | +5.4% | -0.6% | +6.0% | +5.7% |
| 30D | +31.0% | -1.3% | +32.2% | +31.9% |
| 3M | +46.0% | +18.9% | +27.1% | +29.3% |
| 6M | +77.3% | +15.0% | +62.3% | +58.8% |
| YTD | +141.9% | +12.2% | +129.7% | +119.0% |
| 1Y | +120.9% | +5.6% | +115.3% | +107.4% |
| 3Y | +182.7% | +74.9% | +107.8% | +78.6% |
| 5Y | +646.4% | +106.6% | +539.8% | +291.4% |
| All | +1,106.5% | +434.1% | +672.4% | +228.1% |
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