+839.8%
MOD vs RJF
+334.0%
+505.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.9% |
| 7D | +8.2% | -0.9% | +9.2% | +9.2% |
| 30D | -38.2% | +5.3% | -43.5% | -41.5% |
| 3M | -46.2% | -6.8% | -39.4% | -44.2% |
| 6M | -62.5% | +11.4% | -74.0% | -66.7% |
| YTD | -20.1% | +5.5% | -25.7% | -26.5% |
| 1Y | -29.7% | +3.7% | -33.3% | -34.3% |
| 3Y | +136.2% | +73.4% | +62.8% | +49.2% |
| 5Y | +820.4% | +78.3% | +742.0% | +465.3% |
| 10Y | +839.8% | +328.4% | +511.4% | +202.2% |
| All | +839.8% | +334.0% | +505.8% | +202.2% |
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