+582.3%
MPC vs PBF
+420.6%
+161.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.8% | -2.4% | +0.9% |
| 7D | +2.6% | -4.0% | +6.6% | +4.3% |
| 30D | -12.2% | -18.0% | +5.8% | -4.6% |
| 3M | +20.1% | +0.9% | +19.1% | +18.4% |
| 6M | +60.6% | +65.7% | -5.1% | +26.6% |
| YTD | +150.6% | +161.9% | -11.3% | +58.3% |
| 1Y | +104.7% | +77.8% | +26.9% | +52.0% |
| 3Y | +194.5% | +74.9% | +119.6% | +106.5% |
| 5Y | +582.3% | +423.4% | +158.9% | +224.1% |
| All | +582.3% | +420.6% | +161.7% | +224.1% |
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