+144.0%
MP vs PBF
+69.3%
+74.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.3% |
| 7D | -3.6% | -15.3% | +11.7% | -0.9% |
| 30D | -21.0% | -21.8% | +0.8% | -17.9% |
| 3M | -33.3% | -0.2% | -33.1% | -34.4% |
| 6M | -45.9% | +63.6% | -109.5% | -52.3% |
| YTD | -27.8% | +147.5% | -175.4% | -45.1% |
| 1Y | -43.2% | +69.8% | -113.0% | -52.1% |
| 3Y | +144.0% | +65.3% | +78.8% | +76.9% |
| All | +144.0% | +69.3% | +74.7% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling