+236.9%
MU vs RJF
+4.7%
+232.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.6% | +12.5% | +11.9% |
| 7D | +2.0% | -0.9% | +2.9% | +2.0% |
| 30D | -18.0% | +5.3% | -23.3% | -17.6% |
| 3M | -6.6% | -6.8% | +0.3% | -5.3% |
| 6M | +2.0% | +11.4% | -9.4% | -0.8% |
| YTD | +184.5% | +5.5% | +178.9% | +172.9% |
| 1Y | +236.9% | +3.7% | +233.2% | +230.4% |
| All | +236.9% | +4.7% | +232.2% | +230.4% |
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