+4.7%
MDT vs PBF
+176.4%
-171.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.1% |
| 7D | +3.2% | +4.3% | -1.1% | +3.4% |
| 30D | +9.5% | +22.0% | -12.5% | +10.5% |
| 3M | +16.0% | +74.5% | -58.5% | +18.9% |
| 6M | +0.2% | +67.7% | -67.5% | +3.0% |
| YTD | -0.3% | +179.2% | -179.5% | +1.5% |
| 1Y | +4.7% | +170.0% | -165.3% | +7.0% |
| All | +4.7% | +176.4% | -171.6% | +7.0% |
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 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