+87.9%
MDLZ vs RJF
+428.4%
-340.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | 0.0% | -0.3% | +0.2% | 0.0% |
| 30D | +1.4% | -2.0% | +3.5% | +1.8% |
| 3M | 0.0% | +16.3% | -16.3% | -3.2% |
| 6M | +9.1% | +16.9% | -7.8% | +5.3% |
| YTD | +17.9% | +10.4% | +7.5% | +14.8% |
| 1Y | +3.2% | +7.4% | -4.2% | +0.9% |
| 3Y | -2.5% | +72.2% | -74.7% | -16.4% |
| 5Y | +17.6% | +105.1% | -87.5% | -5.6% |
| 10Y | +87.9% | +430.9% | -343.0% | +17.1% |
| All | +87.9% | +428.4% | -340.5% | +17.1% |
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 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