+153.3%
MP vs PBF
+65.3%
+87.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.7% |
| 7D | -2.9% | +4.3% | -7.1% | -3.7% |
| 30D | +13.8% | +22.0% | -8.2% | +9.2% |
| 3M | -16.7% | +74.5% | -91.2% | -26.3% |
| 6M | -11.5% | +67.7% | -79.2% | -22.7% |
| YTD | +7.9% | +179.2% | -171.2% | -18.9% |
| 1Y | -15.0% | +170.0% | -185.0% | -36.1% |
| All | +153.3% | +65.3% | +87.9% | +98.8% |
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