+2,479.7%
MTZ vs RJF
+46,882.4%
-44,402.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.9% |
| 7D | +12.9% | -0.9% | +13.8% | +13.4% |
| 30D | -8.5% | +5.3% | -13.9% | -11.2% |
| 3M | -30.6% | -6.8% | -23.8% | -28.9% |
| 6M | -55.1% | +11.4% | -66.5% | -58.0% |
| YTD | -13.0% | +5.5% | -18.5% | -17.2% |
| 1Y | -4.3% | +3.7% | -7.9% | -8.1% |
| 3Y | +284.0% | +73.4% | +210.6% | +191.9% |
| 5Y | +97.7% | +78.3% | +19.3% | +46.0% |
| 10Y | +444.4% | +328.4% | +116.0% | +172.6% |
| All | +2,479.7% | +46,882.4% | -44,402.6% | +147.1% |
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