+20.8%
MCD vs PBF
+419.4%
-398.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -1.6% | +6.5% | -8.1% | -1.6% |
| 30D | +14.1% | -20.0% | +34.1% | +14.1% |
| 3M | +0.6% | -3.3% | +3.9% | +0.6% |
| 6M | 0.0% | +76.8% | -76.8% | -0.2% |
| YTD | -9.3% | +168.9% | -178.2% | -10.2% |
| 1Y | -9.3% | +96.4% | -105.7% | -9.8% |
| 3Y | +8.6% | +77.2% | -68.6% | +7.3% |
| All | +20.8% | +419.4% | -398.6% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling