+4,609.2%
MU vs RJF
+334.0%
+4,275.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.6% | +12.5% | +12.3% |
| 7D | +2.0% | -0.9% | +2.9% | +2.9% |
| 30D | -18.0% | +5.3% | -23.3% | -21.0% |
| 3M | -6.6% | -6.8% | +0.3% | -3.2% |
| 6M | +2.0% | +11.4% | -9.4% | -7.9% |
| YTD | +184.5% | +5.5% | +178.9% | +164.6% |
| 1Y | +236.9% | +3.7% | +233.2% | +217.8% |
| 3Y | +987.0% | +73.4% | +913.5% | +630.4% |
| 5Y | +1,014.6% | +78.3% | +936.3% | +613.1% |
| 10Y | +4,609.2% | +328.4% | +4,280.8% | +1,720.7% |
| All | +4,609.2% | +334.0% | +4,275.2% | +1,720.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling