+84.6%
MRK vs RJF
+7.8%
+76.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.3% | -0.4% | +3.7% |
| 7D | +6.7% | +7.2% | -0.5% | +6.3% |
| 30D | +7.8% | +4.9% | +2.8% | +7.4% |
| 3M | +18.2% | -5.5% | +23.7% | +18.2% |
| 6M | +34.7% | +8.0% | +26.7% | +34.3% |
| YTD | +45.8% | +6.2% | +39.6% | +44.4% |
| 1Y | +84.6% | +7.8% | +76.8% | +82.2% |
| All | +84.6% | +7.8% | +76.7% | +82.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling