+364.9%
MXL vs PBF
+184.8%
+180.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +6.0% | +7.4% |
| 7D | +18.9% | +5.3% | +13.5% | +18.3% |
| 30D | +0.3% | +11.7% | -11.4% | -0.8% |
| 3M | -8.0% | +91.1% | -99.1% | -12.3% |
| 6M | +341.2% | +88.4% | +252.8% | +315.9% |
| YTD | +327.8% | +194.1% | +133.8% | +282.1% |
| 1Y | +364.9% | +180.4% | +184.5% | +311.9% |
| All | +364.9% | +184.8% | +180.1% | +311.9% |
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