+339.0%
MCK vs PBF
+799.3%
-460.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -2.9% | +5.3% | -8.2% | -3.0% |
| 30D | +0.4% | +11.7% | -11.3% | +0.2% |
| 3M | +12.1% | +91.1% | -79.0% | +10.3% |
| 6M | -5.4% | +88.4% | -93.9% | -7.0% |
| YTD | +7.8% | +194.1% | -186.3% | +4.3% |
| 1Y | +22.9% | +180.4% | -157.5% | +19.0% |
| 3Y | +110.7% | +59.3% | +51.4% | +107.2% |
| All | +339.0% | +799.3% | -460.3% | +281.8% |
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