+14.5%
MDB vs RJF
+7.8%
+6.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.7% |
| 7D | -17.4% | -0.6% | -16.8% | -17.2% |
| 30D | -2.0% | -1.3% | -0.8% | -1.6% |
| 3M | -3.0% | +18.9% | -21.9% | -7.1% |
| 6M | +48.7% | +15.0% | +33.6% | +41.8% |
| YTD | -12.1% | +12.2% | -24.4% | -16.8% |
| 1Y | +14.5% | +5.6% | +8.9% | +8.4% |
| All | +14.5% | +7.8% | +6.7% | +8.4% |
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 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