+7,830.4%
MDT vs RJF
+49,360.8%
-41,530.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +0.4% | +1.8% | -1.4% | 0.0% |
| 30D | +6.0% | 0.0% | +6.0% | +6.0% |
| 3M | +15.5% | +18.0% | -2.4% | +11.0% |
| 6M | +3.4% | +17.0% | -13.6% | -0.6% |
| YTD | -2.2% | +11.1% | -13.3% | -5.0% |
| 1Y | +2.6% | +8.0% | -5.4% | +0.1% |
| 3Y | +27.5% | +73.3% | -45.8% | +9.6% |
| 5Y | -20.1% | +107.4% | -127.5% | -35.2% |
| 10Y | +39.1% | +428.5% | -389.4% | -11.7% |
| All | +7,830.4% | +49,360.8% | -41,530.4% | +1,427.6% |
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