+978.0%
MU vs PBF
+79.2%
+898.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.0% |
| 7D | +21.6% | +4.3% | +17.4% | +20.7% |
| 30D | -16.2% | -21.8% | +5.6% | -12.3% |
| 3M | -12.4% | +1.7% | -14.1% | -13.3% |
| 6M | +4.2% | +69.8% | -65.6% | -7.2% |
| YTD | +180.0% | +167.7% | +12.2% | +111.5% |
| 1Y | +226.4% | +89.0% | +137.4% | +175.0% |
| All | +978.0% | +79.2% | +898.8% | +668.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling