+2,659.4%
MDY vs RJF
+12,142.9%
-9,483.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +1.0% | +1.8% | -0.7% | +0.3% |
| 30D | -3.1% | 0.0% | -3.1% | -3.2% |
| 3M | +1.8% | +18.0% | -16.1% | -4.8% |
| 6M | +10.8% | +17.0% | -6.2% | +3.7% |
| YTD | +14.4% | +11.1% | +3.3% | +8.9% |
| 1Y | +15.2% | +8.0% | +7.2% | +10.7% |
| 3Y | +51.2% | +73.3% | -22.1% | +19.8% |
| 5Y | +47.2% | +107.4% | -60.2% | +7.6% |
| 10Y | +171.1% | +428.5% | -257.4% | +35.9% |
| All | +2,659.4% | +12,142.9% | -9,483.6% | +373.8% |
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