-15.4%
MDLN vs PBF
+190.3%
-205.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.3% | -8.5% | -4.9% |
| 7D | -1.2% | +2.4% | -3.6% | -1.0% |
| 30D | -1.5% | +24.9% | -26.4% | +0.5% |
| 3M | +2.6% | +81.9% | -79.2% | +9.2% |
| 6M | -20.9% | +79.4% | -100.2% | -15.3% |
| YTD | -17.4% | +188.3% | -205.7% | -8.3% |
| All | -15.4% | +190.3% | -205.7% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling