+772.7%
MTZ vs RJF
+431.7%
+341.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.4% |
| 7D | +3.6% | +1.8% | +1.8% | +2.2% |
| 30D | -9.6% | 0.0% | -9.6% | -10.0% |
| 3M | -31.9% | +18.0% | -49.9% | -39.8% |
| 6M | -13.8% | +17.0% | -30.8% | -23.6% |
| YTD | +13.3% | +11.1% | +2.1% | +2.7% |
| 1Y | +39.3% | +8.0% | +31.3% | +28.5% |
| 3Y | +168.3% | +73.3% | +95.1% | +80.4% |
| 5Y | +166.4% | +107.4% | +59.0% | +52.0% |
| All | +772.7% | +431.7% | +341.0% | +161.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling