+1,017.5%
MDB vs RJF
+254.8%
+762.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -4.5% | -0.3% | -4.3% | -4.4% |
| 30D | -14.0% | -2.0% | -12.0% | -13.2% |
| 3M | +5.3% | +16.3% | -11.0% | -2.1% |
| 6M | +31.9% | +16.9% | +15.0% | +21.7% |
| YTD | -14.6% | +10.4% | -25.0% | -19.4% |
| 1Y | +8.2% | +7.4% | +0.8% | +3.2% |
| 3Y | -5.0% | +72.2% | -77.2% | -27.6% |
| 5Y | -24.5% | +105.1% | -129.6% | -45.6% |
| All | +1,017.5% | +254.8% | +762.7% | +545.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling