+10.8%
MMM vs PBF
+176.6%
-165.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.5% |
| 7D | -1.6% | +2.4% | -4.0% | -1.5% |
| 30D | -8.0% | +24.9% | -32.9% | -7.0% |
| 3M | +9.4% | +81.9% | -72.5% | +12.3% |
| 6M | +10.2% | +79.4% | -69.1% | +12.8% |
| YTD | +6.1% | +188.3% | -182.2% | +6.7% |
| 1Y | +10.8% | +177.3% | -166.5% | +12.0% |
| All | +10.8% | +176.6% | -165.8% | +12.0% |
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