+27.5%
MDT vs PBF
+62.4%
-34.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.2% | -1.9% |
| 7D | +0.4% | +2.4% | -2.0% | +0.3% |
| 30D | +6.0% | +24.9% | -18.9% | +5.7% |
| 3M | +15.5% | +81.9% | -66.3% | +14.4% |
| 6M | +3.4% | +79.4% | -76.0% | +2.3% |
| YTD | -2.2% | +188.3% | -190.5% | -5.6% |
| 1Y | +2.6% | +177.3% | -174.7% | -1.1% |
| 3Y | +27.5% | +56.0% | -28.5% | +21.0% |
| All | +27.5% | +62.4% | -34.8% | +21.0% |
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 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