+127.0%
MP vs PBF
+59.0%
+68.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.4% | +6.0% | -0.2% |
| 7D | -10.5% | -13.8% | +3.2% | -8.3% |
| 30D | -23.5% | -19.6% | -3.9% | -21.1% |
| 3M | -25.4% | +10.3% | -35.7% | -28.0% |
| 6M | -51.3% | +63.4% | -114.7% | -56.9% |
| YTD | -29.9% | +152.6% | -182.5% | -46.7% |
| 1Y | -31.8% | +87.4% | -119.2% | -43.8% |
| 3Y | +127.0% | +63.3% | +63.7% | +71.8% |
| All | +127.0% | +59.0% | +68.0% | +71.8% |
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