+189.8%
MU vs PBF
+92.2%
+97.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.4% | +2.9% | +6.1% |
| 7D | -12.0% | -7.4% | -4.7% | -11.8% |
| 30D | -28.7% | -17.5% | -11.3% | -28.5% |
| 3M | -16.4% | +13.1% | -29.6% | -16.0% |
| 6M | -1.8% | +72.6% | -74.4% | +4.0% |
| YTD | +157.1% | +161.2% | -4.1% | +158.9% |
| All | +189.8% | +92.2% | +97.6% | +245.8% |
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 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