-9.1%
MDB vs PBF
+55.5%
-64.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -4.5% | +1.4% | -5.9% | -4.7% |
| 30D | -14.0% | +15.8% | -29.8% | -15.7% |
| 3M | +5.3% | +90.3% | -85.0% | -4.1% |
| 6M | +31.9% | +102.8% | -70.9% | +17.7% |
| YTD | -14.6% | +187.3% | -201.9% | -29.4% |
| 1Y | +8.2% | +161.8% | -153.6% | -9.7% |
| All | -9.1% | +55.5% | -64.6% | -27.4% |
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 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