+1,315.7%
MU vs PBF
+772.7%
+543.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +6.3% |
| 7D | +9.0% | +4.3% | +4.7% | +8.3% |
| 30D | +13.8% | +22.0% | -8.2% | +10.3% |
| 3M | +2.1% | +74.5% | -72.4% | -6.1% |
| 6M | +153.8% | +67.7% | +86.1% | +131.7% |
| YTD | +256.4% | +179.2% | +77.2% | +195.3% |
| 1Y | +719.8% | +170.0% | +549.8% | +579.7% |
| 3Y | +1,360.4% | +66.4% | +1,294.0% | +1,113.6% |
| All | +1,315.7% | +772.7% | +543.0% | +851.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling