+642.2%
MPC vs PBF
+772.7%
-130.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | +5.4% | +4.3% | +1.1% | +3.6% |
| 30D | +31.0% | +22.0% | +9.0% | +20.1% |
| 3M | +46.0% | +74.5% | -28.5% | +13.9% |
| 6M | +77.3% | +67.7% | +9.6% | +38.6% |
| YTD | +141.9% | +179.2% | -37.3% | +51.1% |
| 1Y | +120.9% | +170.0% | -49.1% | +37.4% |
| 3Y | +182.7% | +66.4% | +116.3% | +104.3% |
| All | +642.2% | +772.7% | -130.4% | +211.4% |
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