+282.4%
MXL vs RJF
+1,100.6%
-818.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.6% | +8.1% | +8.0% |
| 7D | +19.0% | -0.3% | +19.3% | +18.9% |
| 30D | +4.5% | -2.0% | +6.5% | +5.7% |
| 3M | -1.5% | +16.3% | -17.8% | -13.8% |
| 6M | +348.6% | +16.9% | +331.7% | +286.3% |
| YTD | +310.3% | +10.4% | +299.8% | +266.4% |
| 1Y | +344.7% | +7.4% | +337.3% | +307.0% |
| 3Y | +211.2% | +72.2% | +139.0% | +101.1% |
| 5Y | +34.8% | +105.1% | -70.3% | -22.6% |
| 10Y | +286.5% | +430.9% | -144.4% | +7.2% |
| All | +282.4% | +1,100.6% | -818.2% | -47.6% |
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