+297.0%
MXL vs RJF
+7.8%
+289.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.3% | -15.5% | -10.0% |
| 7D | -24.3% | +7.2% | -31.5% | -22.9% |
| 30D | -46.1% | +4.9% | -51.0% | -45.0% |
| 3M | -21.8% | -5.5% | -16.3% | -20.5% |
| 6M | -27.2% | +8.0% | -35.2% | -26.6% |
| YTD | +226.2% | +6.2% | +220.0% | +215.3% |
| 1Y | +297.0% | +7.8% | +289.2% | +278.5% |
| All | +297.0% | +7.8% | +289.2% | +278.5% |
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