+265.1%
MU vs RJF
+7.8%
+257.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.3% | -11.3% | -6.7% |
| 7D | -19.1% | +7.2% | -26.3% | -18.7% |
| 30D | -25.2% | +4.9% | -30.2% | -24.8% |
| 3M | -10.9% | -5.5% | -5.4% | -9.8% |
| 6M | +38.0% | +8.0% | +30.0% | +38.1% |
| YTD | +178.8% | +6.2% | +172.7% | +169.8% |
| 1Y | +265.1% | +7.8% | +257.3% | +250.5% |
| All | +265.1% | +7.8% | +257.3% | +250.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling