+954.3%
MDB vs RJF
+239.1%
+715.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | +3.0% | -0.9% | +3.9% | +3.5% |
| 30D | -11.3% | +5.3% | -16.7% | -13.6% |
| 3M | -23.0% | -6.8% | -16.2% | -20.9% |
| 6M | +14.8% | +11.4% | +3.3% | +8.2% |
| YTD | -19.4% | +5.5% | -25.0% | -22.8% |
| 1Y | -9.0% | +3.7% | -12.6% | -12.0% |
| 3Y | -10.3% | +73.4% | -83.7% | -32.1% |
| 5Y | -38.4% | +78.3% | -116.7% | -53.5% |
| All | +954.3% | +239.1% | +715.2% | +518.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling