+259.1%
MP vs PBF
+544.9%
-285.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.7% | +1.6% | -3.7% |
| 7D | -12.5% | -0.9% | -11.6% | -12.4% |
| 30D | -23.3% | -13.7% | -9.6% | -21.5% |
| 3M | -24.4% | +10.6% | -35.0% | -27.0% |
| 6M | -45.8% | +61.2% | -106.9% | -52.4% |
| YTD | -28.9% | +172.7% | -201.6% | -45.9% |
| 1Y | -34.6% | +111.0% | -145.6% | -47.3% |
| 3Y | +118.7% | +73.6% | +45.1% | +75.4% |
| 5Y | -3.1% | +479.7% | -482.7% | -40.3% |
| All | +259.1% | +544.9% | -285.8% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling