+1,050.4%
MCO vs PBF
+317.1%
+733.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.8% | -2.8% |
| 7D | -2.7% | +2.4% | -5.1% | -2.9% |
| 30D | +0.9% | +24.9% | -23.9% | -1.3% |
| 3M | +8.7% | +81.9% | -73.2% | +1.9% |
| 6M | +2.4% | +79.4% | -76.9% | -4.4% |
| YTD | -5.2% | +188.3% | -193.5% | -16.2% |
| 1Y | -4.4% | +177.3% | -181.6% | -15.7% |
| 3Y | +45.1% | +56.0% | -10.9% | +32.3% |
| 5Y | +31.5% | +804.0% | -772.5% | -6.8% |
| 10Y | +380.7% | +334.1% | +46.6% | +217.6% |
| All | +1,050.4% | +317.1% | +733.3% | +627.2% |
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