+847.8%
MU vs PBF
+407.6%
+440.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.4% |
| 7D | -22.0% | -13.8% | -8.3% | -20.2% |
| 30D | -36.6% | -19.6% | -17.0% | -34.7% |
| 3M | -21.7% | +10.3% | -32.0% | -23.3% |
| 6M | +3.5% | +63.4% | -59.9% | -4.4% |
| YTD | +141.9% | +152.6% | -10.7% | +102.5% |
| 1Y | +189.8% | +87.4% | +102.5% | +156.1% |
| 3Y | +855.4% | +63.3% | +792.1% | +693.4% |
| All | +847.8% | +407.6% | +440.2% | +589.1% |
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