-31.8%
MP vs PBF
+94.2%
-126.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.4% | +6.0% | -1.1% |
| 7D | -10.5% | -13.8% | +3.2% | -10.0% |
| 30D | -23.5% | -19.6% | -3.9% | -22.9% |
| 3M | -25.4% | +10.3% | -35.7% | -26.7% |
| 6M | -51.3% | +63.4% | -114.7% | -53.2% |
| YTD | -29.9% | +152.6% | -182.5% | -44.1% |
| 1Y | -31.8% | +87.4% | -119.2% | -34.6% |
| All | -31.8% | +94.2% | -126.0% | -34.6% |
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