+40.9%
MCO vs PBF
+56.6%
-15.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.5% |
| 7D | -7.3% | +2.3% | -9.6% | -7.4% |
| 30D | -1.7% | +11.6% | -13.3% | -2.1% |
| 3M | +3.9% | +81.7% | -77.8% | +1.9% |
| 6M | +3.8% | +96.4% | -92.6% | +1.1% |
| YTD | -7.9% | +189.5% | -197.4% | -12.4% |
| 1Y | -6.8% | +180.7% | -187.6% | -11.9% |
| All | +40.9% | +56.6% | -15.7% | +26.5% |
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