-21.0%
MDLN vs PBF
+191.5%
-212.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -4.8% |
| 7D | -11.5% | +2.3% | -13.8% | -11.3% |
| 30D | -7.6% | +11.6% | -19.1% | -6.6% |
| 3M | -11.4% | +81.7% | -93.1% | -5.7% |
| 6M | -24.5% | +96.4% | -120.9% | -18.7% |
| YTD | -22.9% | +189.5% | -212.4% | -14.4% |
| All | -21.0% | +191.5% | -212.5% | -12.2% |
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 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