+345.8%
MCD vs PBF
+265.5%
+80.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | +7.1% | -13.8% | +20.9% | +8.0% |
| 30D | +19.8% | -19.6% | +39.4% | +21.1% |
| 3M | +0.8% | +10.3% | -9.4% | -0.1% |
| 6M | -1.3% | +63.4% | -64.8% | -4.9% |
| YTD | -7.8% | +152.6% | -160.4% | -14.3% |
| 1Y | -5.0% | +87.4% | -92.3% | -10.0% |
| 3Y | +10.5% | +63.3% | -52.7% | +3.7% |
| 5Y | +22.0% | +412.5% | -390.5% | +1.1% |
| 10Y | +216.7% | +282.5% | -65.8% | +137.6% |
| All | +345.8% | +265.5% | +80.3% | +224.7% |
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 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