+427.0%
MCK vs PBF
+374.8%
+52.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -2.9% | +5.3% | -8.2% | -3.3% |
| 30D | +0.4% | +11.7% | -11.3% | -0.6% |
| 3M | +12.1% | +91.1% | -79.0% | +5.8% |
| 6M | -5.4% | +88.4% | -93.9% | -11.0% |
| YTD | +7.8% | +194.1% | -186.3% | -3.0% |
| 1Y | +22.9% | +180.4% | -157.5% | +10.6% |
| 3Y | +110.7% | +59.3% | +51.4% | +95.5% |
| 5Y | +346.2% | +816.3% | -470.1% | +227.2% |
| All | +427.0% | +374.8% | +52.2% | +249.9% |
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