+4,277.4%
MU vs PBF
+231.7%
+4,045.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | -0.1% |
| 7D | -15.2% | -15.3% | +0.1% | -12.4% |
| 30D | -29.5% | -21.8% | -7.7% | -26.3% |
| 3M | -15.8% | -0.2% | -15.6% | -16.3% |
| 6M | -2.9% | +63.6% | -66.5% | -12.9% |
| YTD | +154.2% | +147.5% | +6.7% | +104.9% |
| 1Y | +186.6% | +69.8% | +116.8% | +148.7% |
| 3Y | +871.5% | +65.3% | +806.2% | +711.2% |
| 5Y | +911.7% | +393.4% | +518.3% | +533.3% |
| 10Y | +4,277.4% | +240.3% | +4,037.1% | +2,742.4% |
| All | +4,277.4% | +231.7% | +4,045.6% | +2,742.4% |
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 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