+1,010.1%
MDB vs PBF
+245.6%
+764.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.3% | -6.7% | -3.7% |
| 7D | -18.0% | +2.4% | -20.4% | -18.2% |
| 30D | -10.7% | +24.9% | -35.6% | -12.5% |
| 3M | +1.0% | +81.9% | -80.9% | -4.5% |
| 6M | +31.6% | +79.4% | -47.7% | +23.9% |
| YTD | -15.2% | +188.3% | -203.5% | -24.0% |
| 1Y | +10.1% | +177.3% | -167.1% | -1.4% |
| 3Y | -5.6% | +56.0% | -61.6% | -13.5% |
| 5Y | -24.5% | +804.0% | -828.6% | -38.9% |
| All | +1,010.1% | +245.6% | +764.5% | +1,012.4% |
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