+1,739.5%
MULL vs RJF
+5.1%
+1,734.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -8.4% | -2.7% | -5.7% | -8.3% |
| 30D | +9.7% | -4.3% | +13.9% | +10.1% |
| 3M | -26.8% | +15.7% | -42.5% | -31.1% |
| 6M | +220.7% | +17.8% | +202.9% | +192.9% |
| YTD | +509.0% | +9.2% | +499.9% | +490.3% |
| 1Y | +1,739.5% | +2.8% | +1,736.7% | +1,676.2% |
| All | +1,739.5% | +5.1% | +1,734.5% | +1,676.2% |
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 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