+4,407.5%
MU vs PBF
+260.7%
+4,146.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +12.8% | +6.5% | +6.3% | +11.6% |
| 30D | -14.9% | -20.0% | +5.1% | -11.3% |
| 3M | -18.0% | -3.3% | -14.7% | -18.1% |
| 6M | -3.1% | +76.8% | -79.9% | -14.3% |
| YTD | +172.9% | +168.9% | +4.0% | +116.7% |
| 1Y | +228.8% | +96.4% | +132.5% | +177.8% |
| 3Y | +950.8% | +77.2% | +873.6% | +766.7% |
| 5Y | +931.3% | +417.7% | +513.5% | +540.7% |
| All | +4,407.5% | +260.7% | +4,146.8% | +2,819.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling