+341.1%
MCD vs PBF
+285.5%
+55.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.5% |
| 7D | -1.6% | +3.8% | -5.4% | -1.8% |
| 30D | +16.0% | -22.2% | +38.2% | +17.6% |
| 3M | 0.0% | +1.3% | -1.3% | -0.5% |
| 6M | +0.9% | +69.0% | -68.0% | -2.9% |
| YTD | -8.7% | +166.5% | -175.2% | -15.5% |
| 1Y | -8.6% | +88.1% | -96.6% | -13.4% |
| 3Y | +9.9% | +77.9% | -68.1% | +2.4% |
| 5Y | +22.6% | +413.0% | -390.4% | +1.8% |
| 10Y | +204.6% | +261.4% | -56.8% | +129.6% |
| All | +341.1% | +285.5% | +55.6% | +220.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling