+224.4%
MRK vs RJF
+429.3%
-204.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.3% | -2.7% | -1.5% | -3.7% |
| 30D | +8.3% | -4.3% | +12.5% | +9.2% |
| 3M | +20.0% | +15.7% | +4.3% | +16.3% |
| 6M | +25.7% | +17.8% | +7.9% | +21.1% |
| YTD | +38.7% | +9.2% | +29.6% | +35.5% |
| 1Y | +74.7% | +2.8% | +71.9% | +72.4% |
| 3Y | +45.4% | +69.5% | -24.1% | +26.2% |
| 5Y | +129.0% | +105.9% | +23.1% | +84.7% |
| All | +224.4% | +429.3% | -204.9% | +79.7% |
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