+534.5%
MPC vs RJF
+73.7%
+460.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -16.2% | +3.6% | -19.7% | -17.6% |
| 30D | -15.7% | +3.5% | -19.3% | -17.3% |
| 3M | +24.9% | -8.9% | +33.8% | +29.3% |
| 6M | +52.7% | +2.9% | +49.8% | +49.1% |
| YTD | +131.9% | +2.8% | +129.0% | +125.1% |
| 1Y | +96.6% | +2.7% | +94.0% | +90.8% |
| 3Y | +163.8% | +69.3% | +94.5% | +96.8% |
| All | +534.5% | +73.7% | +460.8% | +336.8% |
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