+17.3%
MDLZ vs RJF
+104.0%
-86.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.9% | -2.7% | +4.6% | +2.2% |
| 30D | +0.4% | -4.3% | +4.7% | +0.9% |
| 3M | -0.6% | +15.7% | -16.4% | -2.4% |
| 6M | +14.7% | +17.8% | -3.1% | +12.2% |
| YTD | +18.0% | +9.2% | +8.8% | +16.3% |
| 1Y | +4.1% | +2.8% | +1.3% | +3.4% |
| 3Y | -4.6% | +69.5% | -74.0% | -14.5% |
| All | +17.3% | +104.0% | -86.7% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling