+170.1%
MTB vs RJF
+429.3%
-259.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | 0.0% | -2.7% | +2.7% | +2.1% |
| 30D | -4.8% | -4.3% | -0.5% | -1.7% |
| 3M | +6.0% | +15.7% | -9.8% | -5.8% |
| 6M | +19.6% | +17.8% | +1.8% | +4.3% |
| YTD | +21.5% | +9.2% | +12.3% | +11.5% |
| 1Y | +24.7% | +2.8% | +21.9% | +19.4% |
| 3Y | +108.6% | +69.5% | +39.1% | +31.8% |
| 5Y | +106.7% | +105.9% | +0.8% | +8.2% |
| All | +170.1% | +429.3% | -259.2% | -30.3% |
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