-17.0%
MDLN vs RJF
+9.4%
-26.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -6.2% | -0.3% | -5.9% | -6.1% |
| 30D | +0.7% | -2.0% | +2.7% | +1.4% |
| 3M | -5.4% | +16.3% | -21.8% | -9.9% |
| 6M | -21.6% | +16.9% | -38.5% | -25.8% |
| YTD | -18.9% | +10.4% | -29.4% | -21.1% |
| All | -17.0% | +9.4% | -26.4% | -19.1% |
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