-32.6%
MP vs PBF
+90.5%
-123.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.5% |
| 7D | +9.5% | +6.5% | +3.0% | +9.2% |
| 30D | -3.0% | -20.0% | +17.0% | -2.5% |
| 3M | -30.4% | -3.3% | -27.0% | -30.6% |
| 6M | -39.2% | +76.8% | -116.0% | -40.6% |
| YTD | -23.3% | +168.9% | -192.2% | -34.4% |
| 1Y | -32.6% | +96.4% | -129.0% | -35.9% |
| All | -32.6% | +90.5% | -123.1% | -35.9% |
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