+5,874.3%
MU vs PBF
+339.9%
+5,534.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +6.3% |
| 7D | +9.0% | +4.3% | +4.7% | +8.1% |
| 30D | +13.8% | +22.0% | -8.2% | +9.4% |
| 3M | +2.1% | +74.5% | -72.4% | -8.6% |
| 6M | +153.8% | +67.7% | +86.1% | +125.1% |
| YTD | +256.4% | +179.2% | +77.2% | +183.2% |
| 1Y | +719.8% | +170.0% | +549.8% | +551.0% |
| 3Y | +1,360.4% | +66.4% | +1,294.0% | +1,122.5% |
| 5Y | +1,312.4% | +764.5% | +547.9% | +692.7% |
| All | +5,874.3% | +339.9% | +5,534.4% | +3,668.8% |
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 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