+2.7%
MDT vs PBF
+419.4%
-416.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +1.0% | +6.5% | -5.4% | +0.9% |
| 30D | +9.2% | -20.0% | +29.2% | +9.8% |
| 3M | +14.5% | -3.3% | +17.8% | +14.4% |
| 6M | +37.3% | +76.8% | -39.5% | +34.2% |
| YTD | +9.8% | +168.9% | -159.1% | +4.5% |
| 1Y | +10.5% | +96.4% | -85.8% | +6.9% |
| 3Y | +57.4% | +77.2% | -19.8% | +49.6% |
| All | +2.7% | +419.4% | -416.8% | -11.8% |
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