+23.0%
MMM vs PBF
+120.1%
-97.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -6.7% | +16.2% | +9.2% |
| 7D | +12.2% | -0.9% | +13.1% | +12.1% |
| 30D | +18.8% | -13.7% | +32.6% | +18.2% |
| 3M | +7.4% | +10.6% | -3.3% | +8.4% |
| 6M | +38.3% | +61.2% | -22.9% | +43.0% |
| YTD | +22.9% | +172.7% | -149.9% | +23.9% |
| 1Y | +23.0% | +111.0% | -88.0% | +26.7% |
| All | +23.0% | +120.1% | -97.0% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling