+2,330.7%
MULL vs RJF
+9.4%
+2,321.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.1% | -8.2% | -7.9% |
| 7D | +3.6% | -4.2% | +7.8% | +9.5% |
| 30D | +22.0% | -3.6% | +25.6% | +26.9% |
| 3M | -8.6% | +15.6% | -24.3% | -32.9% |
| 6M | +248.5% | +17.6% | +230.9% | +139.9% |
| YTD | +516.3% | +9.2% | +507.1% | +369.1% |
| 1Y | +2,036.6% | +5.5% | +2,031.1% | +1,630.6% |
| All | +2,330.7% | +9.4% | +2,321.3% | +1,487.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling