+172.7%
MDY vs RJF
+429.3%
-256.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.9% | -2.7% | +0.9% | -0.5% |
| 30D | -4.6% | -4.3% | -0.4% | -2.6% |
| 3M | -1.2% | +15.7% | -17.0% | -8.8% |
| 6M | +9.2% | +17.8% | -8.6% | -0.4% |
| YTD | +13.1% | +9.2% | +3.9% | +6.7% |
| 1Y | +13.0% | +2.8% | +10.2% | +9.7% |
| 3Y | +49.2% | +69.5% | -20.2% | +9.5% |
| 5Y | +47.2% | +105.9% | -58.7% | -5.0% |
| All | +172.7% | +429.3% | -256.6% | +10.0% |
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