+317.5%
MOD vs RJF
+77.4%
+240.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.6% |
| 7D | +9.6% | -0.6% | +10.2% | +10.0% |
| 30D | 0.0% | -1.3% | +1.3% | +0.7% |
| 3M | -35.4% | +18.9% | -54.3% | -45.7% |
| 6M | -7.3% | +15.0% | -22.3% | -19.6% |
| YTD | +45.8% | +12.2% | +33.6% | +27.0% |
| 1Y | +43.1% | +5.6% | +37.5% | +32.0% |
| All | +317.5% | +77.4% | +240.2% | +138.1% |
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