+29.4%
MMM vs PBF
+772.7%
-743.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.2% |
| 7D | -3.3% | +4.3% | -7.6% | -3.6% |
| 30D | -7.0% | +22.0% | -29.0% | -8.3% |
| 3M | +10.8% | +74.5% | -63.7% | +6.4% |
| 6M | +5.8% | +67.7% | -61.9% | +1.2% |
| YTD | +6.8% | +179.2% | -172.4% | -2.7% |
| 1Y | +10.4% | +170.0% | -159.6% | +0.3% |
| 3Y | +104.7% | +66.4% | +38.3% | +86.1% |
| All | +29.4% | +772.7% | -743.2% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling