+846.9%
MU vs RJF
+69.7%
+777.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.8% |
| 7D | -22.0% | +3.6% | -25.6% | -23.5% |
| 30D | -36.6% | +3.5% | -40.1% | -38.0% |
| 3M | -21.7% | -8.9% | -12.8% | -17.9% |
| 6M | +3.5% | +2.9% | +0.7% | -1.0% |
| YTD | +141.9% | +2.8% | +139.1% | +128.6% |
| 1Y | +189.8% | +2.7% | +187.2% | +174.5% |
| All | +846.9% | +69.7% | +777.3% | +528.0% |
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