+83.0%
MMM vs PBF
+299.9%
-216.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.5% |
| 7D | +5.8% | -7.4% | +13.1% | +6.5% |
| 30D | +17.9% | -17.5% | +35.4% | +20.0% |
| 3M | +3.6% | +13.1% | -9.5% | +1.7% |
| 6M | +32.9% | +72.6% | -39.7% | +23.9% |
| YTD | +19.5% | +161.2% | -141.7% | +4.8% |
| 1Y | +16.5% | +93.3% | -76.8% | +5.6% |
| 3Y | +167.2% | +80.7% | +86.5% | +136.3% |
| 5Y | +48.2% | +396.1% | -347.9% | +11.6% |
| 10Y | +83.0% | +252.3% | -169.3% | +31.8% |
| All | +83.0% | +299.9% | -216.9% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling