+231.7%
MU vs PBF
+79.0%
+152.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.8% | +6.1% | +11.5% |
| 7D | +2.0% | -4.0% | +6.0% | +2.2% |
| 30D | -18.0% | -18.0% | 0.0% | -17.7% |
| 3M | -6.6% | +0.9% | -7.5% | -6.3% |
| 6M | +2.0% | +65.7% | -63.7% | +7.9% |
| YTD | +184.5% | +161.9% | +22.6% | +183.7% |
| All | +231.7% | +79.0% | +152.6% | +306.6% |
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