+8,261.0%
MTB vs RJF
+49,360.8%
-41,099.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | +2.8% | +1.8% | +1.0% | +2.0% |
| 30D | -4.2% | 0.0% | -4.2% | -4.2% |
| 3M | +7.8% | +18.0% | -10.2% | +0.5% |
| 6M | +14.8% | +17.0% | -2.1% | +7.2% |
| YTD | +20.8% | +11.1% | +9.7% | +14.9% |
| 1Y | +23.1% | +8.0% | +15.2% | +18.3% |
| 3Y | +114.8% | +73.3% | +41.5% | +70.2% |
| 5Y | +103.3% | +107.4% | -4.1% | +50.2% |
| 10Y | +173.0% | +428.5% | -255.5% | +46.5% |
| All | +8,261.0% | +49,360.8% | -41,099.8% | +1,686.2% |
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 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