+210.5%
MDT vs PBF
+303.9%
-93.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.3% |
| 7D | +3.2% | +4.3% | -1.1% | +2.8% |
| 30D | +9.5% | +22.0% | -12.5% | +7.5% |
| 3M | +16.0% | +74.5% | -58.5% | +9.5% |
| 6M | +0.2% | +67.7% | -67.5% | -5.7% |
| YTD | -0.3% | +179.2% | -179.5% | -11.2% |
| 1Y | +4.7% | +170.0% | -165.3% | -7.0% |
| 3Y | +26.5% | +66.4% | -39.8% | +15.1% |
| 5Y | -18.2% | +764.5% | -782.7% | -41.2% |
| 10Y | +40.0% | +358.5% | -318.5% | -8.2% |
| All | +210.5% | +303.9% | -93.4% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling