+137.1%
MOD vs RJF
+67.0%
+70.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.6% |
| 7D | -25.5% | +3.6% | -29.1% | -28.5% |
| 30D | -49.0% | +3.5% | -52.5% | -51.2% |
| 3M | -49.8% | -9.2% | -40.6% | -46.6% |
| 6M | -64.8% | +2.5% | -67.3% | -66.8% |
| YTD | -27.6% | +2.5% | -30.1% | -33.0% |
| 1Y | -35.2% | +2.3% | -37.5% | -39.8% |
| 3Y | +137.1% | +68.7% | +68.4% | +32.0% |
| All | +137.1% | +67.0% | +70.1% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling