+74.8%
MTZ vs RJF
+73.7%
+1.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.2% | +10.8% | +10.2% |
| 7D | -6.4% | +3.6% | -10.0% | -8.6% |
| 30D | -22.1% | +3.5% | -25.6% | -24.1% |
| 3M | -32.7% | -8.9% | -23.8% | -29.9% |
| 6M | -59.8% | +2.9% | -62.7% | -61.4% |
| YTD | -19.9% | +2.8% | -22.7% | -23.9% |
| 1Y | -11.5% | +2.7% | -14.1% | -15.8% |
| 3Y | +258.1% | +69.3% | +188.8% | +153.5% |
| All | +74.8% | +73.7% | +1.1% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling