+270.2%
MMM vs PBF
+278.8%
-8.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.1% | -0.8% |
| 7D | -2.6% | -4.0% | +1.4% | -2.3% |
| 30D | +17.4% | -18.0% | +35.4% | +19.5% |
| 3M | +3.6% | +0.9% | +2.7% | +2.9% |
| 6M | +33.0% | +65.7% | -32.7% | +24.6% |
| YTD | +19.6% | +161.9% | -142.2% | +5.2% |
| 1Y | +14.0% | +77.8% | -63.7% | +4.5% |
| 3Y | +164.3% | +74.9% | +89.4% | +135.2% |
| 5Y | +49.3% | +423.4% | -374.0% | +12.7% |
| 10Y | +78.4% | +255.2% | -176.8% | +23.3% |
| All | +270.2% | +278.8% | -8.6% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling