+302.4%
MXL vs PBF
+374.8%
-72.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +6.0% | +7.2% |
| 7D | +18.9% | +5.3% | +13.5% | +17.6% |
| 30D | +0.3% | +11.7% | -11.4% | -2.4% |
| 3M | -8.0% | +91.1% | -99.1% | -20.8% |
| 6M | +341.2% | +88.4% | +252.8% | +275.4% |
| YTD | +327.8% | +194.1% | +133.8% | +225.0% |
| 1Y | +364.9% | +180.4% | +184.5% | +253.2% |
| 3Y | +229.2% | +59.3% | +169.9% | +170.9% |
| 5Y | +42.8% | +816.3% | -773.5% | -25.7% |
| All | +302.4% | +374.8% | -72.4% | +102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling