+211.3%
MCD vs PBF
+299.9%
-88.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +1.6% |
| 7D | +5.9% | -7.4% | +13.3% | +6.3% |
| 30D | +19.6% | -17.5% | +37.1% | +20.8% |
| 3M | +3.3% | +13.1% | -9.9% | +2.2% |
| 6M | +3.5% | +72.6% | -69.2% | -0.6% |
| YTD | -6.1% | +161.2% | -167.3% | -12.9% |
| 1Y | -3.7% | +93.3% | -97.0% | -8.9% |
| 3Y | +13.4% | +80.7% | -67.3% | +5.6% |
| 5Y | +25.2% | +396.1% | -370.9% | +3.6% |
| 10Y | +211.3% | +252.3% | -41.0% | +131.2% |
| All | +211.3% | +299.9% | -88.6% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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