+106,206.6%
MU vs RJF
+49,848.3%
+56,358.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.6% | +6.9% |
| 7D | +9.0% | -0.6% | +9.6% | +9.2% |
| 30D | +13.8% | -1.3% | +15.1% | +14.2% |
| 3M | +2.1% | +18.9% | -16.8% | -8.4% |
| 6M | +153.8% | +15.0% | +138.8% | +131.1% |
| YTD | +256.4% | +12.2% | +244.2% | +227.6% |
| 1Y | +719.8% | +5.6% | +714.1% | +676.2% |
| 3Y | +1,360.4% | +74.9% | +1,285.5% | +963.0% |
| 5Y | +1,312.4% | +106.6% | +1,205.8% | +829.5% |
| 10Y | +6,142.6% | +433.1% | +5,709.5% | +2,351.8% |
| All | +106,206.6% | +49,848.3% | +56,358.3% | +5,362.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling