+1,341.2%
MU vs RJF
+76.7%
+1,264.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +7.2% | +1.8% | +5.4% | +6.0% |
| 30D | +14.0% | 0.0% | +14.0% | +13.6% |
| 3M | +5.4% | +18.0% | -12.6% | -6.3% |
| 6M | +170.3% | +17.0% | +153.3% | +139.8% |
| YTD | +250.7% | +11.1% | +239.5% | +220.2% |
| 1Y | +662.1% | +8.0% | +654.1% | +608.1% |
| 3Y | +1,341.2% | +73.3% | +1,267.9% | +960.2% |
| All | +1,341.2% | +76.7% | +1,264.5% | +960.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling