+380.3%
MCO vs PBF
+374.8%
+5.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | -3.8% | +5.3% | -9.1% | -4.2% |
| 30D | -0.4% | +11.7% | -12.1% | -1.5% |
| 3M | +7.7% | +91.1% | -83.4% | +1.3% |
| 6M | +7.0% | +88.4% | -81.4% | +0.2% |
| YTD | -6.4% | +194.1% | -200.5% | -16.4% |
| 1Y | -7.6% | +180.4% | -188.1% | -17.7% |
| 3Y | +43.2% | +59.3% | -16.1% | +31.4% |
| 5Y | +29.6% | +816.3% | -786.7% | -5.5% |
| All | +380.3% | +374.8% | +5.4% | +250.9% |
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