+180.0%
MCD vs PBF
+354.3%
-174.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.2% | -0.1% |
| 7D | -2.0% | +2.4% | -4.4% | -2.2% |
| 30D | -6.1% | +24.9% | -31.0% | -7.4% |
| 3M | -7.3% | +81.9% | -89.1% | -10.8% |
| 6M | -20.9% | +79.4% | -100.3% | -24.2% |
| YTD | -14.7% | +188.3% | -203.0% | -21.0% |
| 1Y | -16.1% | +177.3% | -193.4% | -22.5% |
| 3Y | -1.5% | +56.0% | -57.5% | -6.8% |
| 5Y | +20.4% | +804.0% | -783.6% | -5.2% |
| 10Y | +180.0% | +334.1% | -154.1% | +108.7% |
| All | +180.0% | +354.3% | -174.3% | +108.7% |
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