+14,593.1%
MTCH vs RJF
+11,180.3%
+3,412.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | -1.4% | -4.2% | +2.7% | -0.1% |
| 30D | +13.6% | -3.6% | +17.2% | +14.9% |
| 3M | +22.4% | +15.6% | +6.8% | +16.6% |
| 6M | +37.2% | +17.6% | +19.6% | +29.9% |
| YTD | +31.8% | +9.2% | +22.6% | +27.6% |
| 1Y | +12.9% | +5.5% | +7.4% | +10.4% |
| 3Y | -1.1% | +70.3% | -71.4% | -17.7% |
| 5Y | -73.5% | +106.0% | -179.5% | -79.2% |
| 10Y | +200.7% | +425.1% | -224.4% | +71.0% |
| All | +14,593.1% | +11,180.3% | +3,412.8% | +3,292.5% |
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