-24.7%
MDB vs PBF
+772.7%
-797.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.9% |
| 7D | -17.4% | +4.3% | -21.7% | -18.0% |
| 30D | -2.0% | +22.0% | -24.0% | -4.7% |
| 3M | -3.0% | +74.5% | -77.5% | -10.8% |
| 6M | +48.7% | +67.7% | -19.0% | +36.1% |
| YTD | -12.1% | +179.2% | -191.3% | -26.5% |
| 1Y | +14.5% | +170.0% | -155.5% | -4.5% |
| 3Y | -6.1% | +66.4% | -72.5% | -19.8% |
| All | -24.7% | +772.7% | -797.4% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling