+10.9%
MMM vs PBF
+82.2%
-71.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.3% |
| 7D | -0.8% | +3.8% | -4.6% | -0.6% |
| 30D | +14.4% | -22.2% | +36.6% | +13.3% |
| 3M | +1.8% | +1.3% | +0.5% | +2.3% |
| 6M | +31.3% | +69.0% | -37.7% | +36.3% |
| YTD | +18.0% | +166.5% | -148.5% | +19.4% |
| 1Y | +10.9% | +88.1% | -77.2% | +14.7% |
| All | +10.9% | +82.2% | -71.3% | +14.7% |
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