+37.0%
MDT vs PBF
+374.8%
-337.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -3.4% | +5.3% | -8.7% | -3.9% |
| 30D | +0.2% | +11.7% | -11.5% | -0.8% |
| 3M | +14.3% | +91.1% | -76.8% | +7.3% |
| 6M | +4.0% | +88.4% | -84.4% | -2.9% |
| YTD | -3.7% | +194.1% | -197.7% | -14.4% |
| 1Y | -0.4% | +180.4% | -180.8% | -11.5% |
| 3Y | +23.3% | +59.3% | -36.0% | +13.1% |
| 5Y | -18.9% | +816.3% | -835.1% | -42.0% |
| All | +37.0% | +374.8% | -337.8% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling