-19.5%
MDT vs PBF
+817.4%
-836.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | +2.8% | +15.8% | -13.1% | +2.3% |
| 3M | +13.1% | +90.3% | -77.2% | +10.4% |
| 6M | +2.3% | +102.8% | -100.5% | -0.7% |
| YTD | -2.7% | +187.3% | -190.0% | -7.6% |
| 1Y | +0.9% | +161.8% | -161.0% | -4.0% |
| 3Y | +26.8% | +55.5% | -28.6% | +21.7% |
| 5Y | -19.5% | +801.9% | -821.4% | -31.8% |
| All | -19.5% | +817.4% | -836.8% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling