+110.7%
MCK vs PBF
+59.1%
+51.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -2.9% | +5.3% | -8.2% | -2.8% |
| 30D | +0.4% | +11.7% | -11.3% | +0.6% |
| 3M | +12.1% | +91.1% | -79.0% | +12.8% |
| 6M | -5.4% | +88.4% | -93.9% | -4.8% |
| YTD | +7.8% | +194.1% | -186.3% | +8.5% |
| 1Y | +22.9% | +180.4% | -157.5% | +24.0% |
| 3Y | +110.7% | +59.3% | +51.4% | +111.5% |
| All | +110.7% | +59.1% | +51.6% | +111.5% |
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