-1.6%
MDLN vs PBF
+174.6%
-176.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -6.7% | +25.0% | +17.7% |
| 7D | +24.7% | -0.9% | +25.6% | +24.4% |
| 30D | +12.7% | -13.7% | +26.4% | +11.6% |
| 3M | -4.0% | +10.6% | -14.6% | -2.8% |
| 6M | -8.7% | +61.2% | -69.9% | -3.3% |
| YTD | -3.9% | +172.7% | -176.7% | +6.5% |
| All | -1.6% | +174.6% | -176.2% | +9.2% |
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