+163.8%
MPC vs PBF
+59.0%
+104.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.4% | +2.3% | -1.8% |
| 7D | -16.2% | -13.8% | -2.4% | -10.5% |
| 30D | -15.7% | -19.6% | +3.9% | -7.5% |
| 3M | +24.9% | +10.3% | +14.6% | +18.7% |
| 6M | +52.7% | +63.4% | -10.8% | +20.6% |
| YTD | +131.9% | +152.6% | -20.8% | +47.4% |
| 1Y | +96.6% | +87.4% | +9.3% | +41.9% |
| 3Y | +163.8% | +63.3% | +100.5% | +98.8% |
| All | +163.8% | +59.0% | +104.8% | +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