+228.8%
MU vs PBF
+90.5%
+138.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | +12.8% | +6.5% | +6.3% | +12.4% |
| 30D | -14.9% | -20.0% | +5.1% | -14.8% |
| 3M | -18.0% | -3.3% | -14.7% | -17.9% |
| 6M | -3.1% | +76.8% | -79.9% | +2.7% |
| YTD | +172.9% | +168.9% | +4.0% | +175.3% |
| 1Y | +228.8% | +96.4% | +132.5% | +297.3% |
| All | +228.8% | +90.5% | +138.4% | +297.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling