-7.0%
MDB vs PBF
+83.1%
-90.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.5% |
| 7D | +11.6% | +4.3% | +7.3% | +11.6% |
| 30D | -8.9% | -21.8% | +12.9% | -9.5% |
| 3M | -22.4% | +1.7% | -24.1% | -22.4% |
| 6M | +10.1% | +69.8% | -59.7% | +11.9% |
| YTD | -19.0% | +167.7% | -186.8% | -10.1% |
| 1Y | -7.0% | +89.0% | -96.0% | +14.6% |
| All | -7.0% | +83.1% | -90.1% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling