+254.1%
MP vs PBF
+497.4%
-243.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.6% | +5.3% |
| 7D | -10.5% | -13.8% | +3.2% | -7.8% |
| 30D | -23.5% | -19.6% | -3.9% | -20.6% |
| 3M | -25.4% | +10.3% | -35.7% | -28.0% |
| 6M | -51.3% | +63.4% | -114.7% | -57.3% |
| YTD | -29.9% | +152.6% | -182.5% | -45.9% |
| 1Y | -31.8% | +87.4% | -119.2% | -43.7% |
| 3Y | +127.0% | +63.3% | +63.7% | +84.2% |
| 5Y | -3.3% | +412.5% | -415.8% | -39.0% |
| All | +254.1% | +497.4% | -243.3% | +129.3% |
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