+2,274.1%
MTZ vs RJF
+45,667.9%
-43,393.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.2% | +10.8% | +10.1% |
| 7D | -6.4% | +3.6% | -10.0% | -8.3% |
| 30D | -22.1% | +3.5% | -25.6% | -23.8% |
| 3M | -32.7% | -8.9% | -23.8% | -30.4% |
| 6M | -59.8% | +2.9% | -62.7% | -61.1% |
| YTD | -19.9% | +2.8% | -22.7% | -22.9% |
| 1Y | -11.5% | +2.7% | -14.1% | -14.8% |
| 3Y | +258.1% | +69.3% | +188.8% | +175.1% |
| 5Y | +85.5% | +75.0% | +10.5% | +38.2% |
| 10Y | +492.2% | +378.5% | +113.7% | +183.5% |
| All | +2,274.1% | +45,667.9% | -43,393.9% | +130.0% |
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