+4,407.5%
MU vs RJF
+326.9%
+4,080.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.0% |
| 7D | +12.8% | +3.6% | +9.2% | +10.4% |
| 30D | -14.9% | +7.2% | -22.1% | -18.9% |
| 3M | -18.0% | -6.5% | -11.5% | -15.3% |
| 6M | -3.1% | +10.3% | -13.4% | -11.9% |
| YTD | +172.9% | +6.5% | +166.4% | +152.4% |
| 1Y | +228.8% | +6.1% | +222.7% | +205.4% |
| 3Y | +950.8% | +74.9% | +876.0% | +601.9% |
| 5Y | +931.3% | +81.3% | +849.9% | +552.3% |
| All | +4,407.5% | +326.9% | +4,080.6% | +1,626.9% |
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