+1.4%
MTCH vs RJF
+69.0%
-67.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.3% | -2.7% | +4.0% | +2.4% |
| 30D | +15.9% | -4.3% | +20.1% | +17.8% |
| 3M | +23.3% | +15.7% | +7.5% | +15.5% |
| 6M | +40.1% | +17.8% | +22.3% | +30.2% |
| YTD | +33.6% | +9.2% | +24.4% | +27.7% |
| 1Y | +14.1% | +2.8% | +11.3% | +11.7% |
| 3Y | +1.4% | +69.5% | -68.0% | -18.1% |
| All | +1.4% | +69.0% | -67.6% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling