-6.1%
MP vs PBF
+380.2%
-386.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.4% |
| 7D | -3.6% | -15.3% | +11.7% | +0.1% |
| 30D | -21.0% | -21.8% | +0.8% | -16.9% |
| 3M | -33.3% | -0.2% | -33.1% | -34.5% |
| 6M | -45.9% | +63.6% | -109.5% | -53.8% |
| YTD | -27.8% | +147.5% | -175.4% | -47.2% |
| 1Y | -43.2% | +69.8% | -113.0% | -53.8% |
| 3Y | +144.0% | +65.3% | +78.8% | +88.8% |
| 5Y | -6.1% | +393.4% | -399.5% | -52.1% |
| All | -6.1% | +380.2% | -386.3% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling