+37.0%
MDT vs RJF
+429.3%
-392.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.4% | -2.7% | -0.7% | -2.5% |
| 30D | +0.2% | -4.3% | +4.5% | +1.6% |
| 3M | +14.3% | +15.7% | -1.5% | +8.8% |
| 6M | +4.0% | +17.8% | -13.8% | -1.7% |
| YTD | -3.7% | +9.2% | -12.8% | -7.1% |
| 1Y | -0.4% | +2.8% | -3.1% | -2.1% |
| 3Y | +23.3% | +69.5% | -46.1% | -0.3% |
| 5Y | -18.9% | +105.9% | -124.8% | -40.7% |
| All | +37.0% | +429.3% | -392.3% | -26.2% |
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