+920.8%
MDB vs PBF
+213.1%
+707.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.4% | +1.3% | +4.4% |
| 7D | -0.9% | -7.4% | +6.4% | -0.3% |
| 30D | -15.2% | -17.5% | +2.3% | -13.9% |
| 3M | -17.9% | +13.1% | -31.0% | -19.1% |
| 6M | +9.3% | +72.6% | -63.3% | +3.5% |
| YTD | -22.0% | +161.2% | -183.2% | -29.8% |
| 1Y | -9.3% | +93.3% | -102.7% | -16.1% |
| 3Y | -10.4% | +80.7% | -91.1% | -18.9% |
| 5Y | -43.2% | +396.1% | -439.3% | -52.4% |
| All | +920.8% | +213.1% | +707.7% | +927.8% |
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