+3,739.1%
MRK vs RJF
+49,058.3%
-45,319.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +12.7% | -2.0% | +14.7% | +13.1% |
| 3M | +24.2% | +16.3% | +7.9% | +20.4% |
| 6M | +27.8% | +16.9% | +10.9% | +23.6% |
| YTD | +42.2% | +10.4% | +31.8% | +38.7% |
| 1Y | +80.2% | +7.4% | +72.8% | +76.4% |
| 3Y | +48.4% | +72.2% | -23.8% | +30.7% |
| 5Y | +133.6% | +105.1% | +28.5% | +95.2% |
| 10Y | +236.2% | +430.9% | -194.7% | +124.5% |
| All | +3,739.1% | +49,058.3% | -45,319.1% | +920.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling