+297.0%
MXL vs PBF
+120.1%
+176.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -6.7% | -4.5% | -10.6% |
| 7D | -24.3% | -0.9% | -23.4% | -24.1% |
| 30D | -46.1% | -13.7% | -32.4% | -45.5% |
| 3M | -21.8% | +10.6% | -32.4% | -22.5% |
| 6M | -27.2% | +61.2% | -88.4% | -28.7% |
| YTD | +226.2% | +172.7% | +53.4% | +213.9% |
| 1Y | +297.0% | +111.0% | +186.0% | +296.6% |
| All | +297.0% | +120.1% | +176.9% | +296.6% |
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