+3,134.4%
MTZ vs RJF
+49,848.3%
-46,713.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.8% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | -11.1% | -1.3% | -9.8% | -10.8% |
| 3M | -36.7% | +18.9% | -55.6% | -42.1% |
| 6M | -21.9% | +15.0% | -37.0% | -27.7% |
| YTD | +9.1% | +12.2% | -3.1% | +1.6% |
| 1Y | +30.0% | +5.6% | +24.3% | +24.3% |
| 3Y | +138.5% | +74.9% | +63.6% | +82.0% |
| 5Y | +158.3% | +106.6% | +51.7% | +79.6% |
| 10Y | +700.8% | +433.1% | +267.7% | +267.1% |
| All | +3,134.4% | +49,848.3% | -46,713.9% | +203.3% |
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