+1,681.0%
MPC vs PBF
+265.5%
+1,415.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.4% | +2.3% | -1.8% |
| 7D | -16.2% | -13.8% | -2.4% | -10.4% |
| 30D | -15.7% | -19.6% | +3.9% | -7.3% |
| 3M | +24.9% | +10.3% | +14.6% | +18.4% |
| 6M | +52.7% | +63.4% | -10.8% | +19.6% |
| YTD | +131.9% | +152.6% | -20.8% | +45.2% |
| 1Y | +96.6% | +87.4% | +9.3% | +40.0% |
| 3Y | +163.8% | +63.3% | +100.5% | +86.8% |
| 5Y | +533.1% | +412.5% | +120.6% | +142.3% |
| 10Y | +1,118.6% | +282.5% | +836.2% | +266.4% |
| All | +1,681.0% | +265.5% | +1,415.6% | +425.9% |
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