+753.2%
MTZ vs RJF
+428.4%
+324.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | +2.3% | -0.3% | +2.5% | +2.3% |
| 30D | -10.3% | -2.0% | -8.3% | -9.4% |
| 3M | -31.8% | +16.3% | -48.2% | -39.1% |
| 6M | -19.2% | +16.9% | -36.1% | -28.4% |
| YTD | +10.7% | +10.4% | +0.3% | +0.8% |
| 1Y | +37.5% | +7.4% | +30.1% | +27.3% |
| 3Y | +162.4% | +72.2% | +90.1% | +77.0% |
| 5Y | +166.3% | +105.1% | +61.2% | +53.1% |
| 10Y | +753.2% | +430.9% | +322.2% | +156.8% |
| All | +753.2% | +428.4% | +324.7% | +156.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling