+12,196.2%
MU vs PBF
+285.5%
+11,910.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -1.9% |
| 7D | +21.6% | +3.8% | +17.9% | +20.8% |
| 30D | -16.2% | -22.2% | +5.9% | -12.1% |
| 3M | -12.4% | +1.3% | -13.6% | -13.2% |
| 6M | +4.2% | +69.0% | -64.8% | -7.4% |
| YTD | +180.0% | +166.5% | +13.5% | +121.3% |
| 1Y | +226.4% | +88.1% | +138.3% | +176.7% |
| 3Y | +969.7% | +77.9% | +891.8% | +778.7% |
| 5Y | +957.9% | +413.0% | +544.9% | +550.6% |
| 10Y | +4,534.6% | +261.4% | +4,273.1% | +2,455.5% |
| All | +12,196.2% | +285.5% | +11,910.7% | +7,078.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling