+595.4%
MTUM vs RJF
+610.0%
-14.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | +1.2% | -4.2% | +5.4% | +2.9% |
| 30D | -1.7% | -3.6% | +1.9% | -0.4% |
| 3M | -0.5% | +15.6% | -16.1% | -6.4% |
| 6M | +22.3% | +17.6% | +4.7% | +14.0% |
| YTD | +21.4% | +9.2% | +12.1% | +16.0% |
| 1Y | +20.0% | +5.5% | +14.5% | +16.0% |
| 3Y | +113.0% | +70.3% | +42.6% | +68.7% |
| 5Y | +77.3% | +106.0% | -28.7% | +28.2% |
| 10Y | +350.5% | +425.1% | -74.6% | +117.9% |
| All | +595.4% | +610.0% | -14.6% | +201.8% |
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