+4,271.9%
MU vs PBF
+299.9%
+3,972.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.4% | +2.9% | +5.6% |
| 7D | -12.0% | -7.4% | -4.7% | -10.6% |
| 30D | -28.7% | -17.5% | -11.3% | -26.3% |
| 3M | -16.4% | +13.1% | -29.6% | -19.0% |
| 6M | -1.8% | +72.6% | -74.4% | -12.8% |
| YTD | +157.1% | +161.2% | -4.1% | +105.2% |
| 1Y | +208.5% | +93.3% | +115.2% | +161.1% |
| 3Y | +906.2% | +80.7% | +825.5% | +726.6% |
| 5Y | +893.4% | +396.1% | +497.3% | +522.0% |
| 10Y | +4,271.9% | +252.3% | +4,019.6% | +2,720.7% |
| All | +4,271.9% | +299.9% | +3,972.0% | +2,720.7% |
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