+893.1%
MCK vs PBF
+318.7%
+574.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.3% |
| 7D | -4.4% | +2.3% | -6.7% | -4.6% |
| 30D | -2.2% | +11.6% | -13.8% | -3.3% |
| 3M | +11.6% | +81.7% | -70.2% | +5.2% |
| 6M | -4.9% | +96.4% | -101.4% | -11.4% |
| YTD | +7.7% | +189.5% | -181.8% | -3.9% |
| 1Y | +25.2% | +180.7% | -155.5% | +11.5% |
| 3Y | +112.1% | +56.6% | +55.5% | +95.4% |
| 5Y | +345.8% | +802.0% | -456.1% | +220.7% |
| 10Y | +439.7% | +365.7% | +74.1% | +253.4% |
| All | +893.1% | +318.7% | +574.4% | +554.0% |
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