+10.5%
MCD vs PBF
+59.0%
-48.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.4% | +6.0% | -1.5% |
| 7D | +7.1% | -13.8% | +20.9% | +6.8% |
| 30D | +19.8% | -19.6% | +39.4% | +19.2% |
| 3M | +0.8% | +10.3% | -9.4% | +1.1% |
| 6M | -1.3% | +63.4% | -64.8% | -0.1% |
| YTD | -7.8% | +152.6% | -160.4% | -6.7% |
| 1Y | -5.0% | +87.4% | -92.3% | -3.8% |
| 3Y | +10.5% | +63.3% | -52.7% | +8.7% |
| All | +10.5% | +59.0% | -48.5% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling