+159.3%
MP vs PBF
+80.0%
+79.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | +9.5% | +6.5% | +3.0% | +8.3% |
| 30D | -3.0% | -20.0% | +17.0% | +0.5% |
| 3M | -30.4% | -3.3% | -27.0% | -30.9% |
| 6M | -39.2% | +76.8% | -116.0% | -47.0% |
| YTD | -23.3% | +168.9% | -192.2% | -42.5% |
| 1Y | -32.6% | +96.4% | -129.0% | -44.9% |
| 3Y | +159.3% | +77.2% | +82.1% | +88.9% |
| All | +159.3% | +80.0% | +79.2% | +88.9% |
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