+215.7%
MXL vs PBF
+55.5%
+160.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.3% | +7.9% | +7.6% |
| 7D | +19.0% | +1.4% | +17.6% | +18.6% |
| 30D | +4.5% | +15.8% | -11.4% | +0.6% |
| 3M | -1.5% | +90.3% | -91.8% | -16.1% |
| 6M | +348.6% | +102.8% | +245.8% | +268.8% |
| YTD | +310.3% | +187.3% | +122.9% | +200.1% |
| 1Y | +344.7% | +161.8% | +182.9% | +228.8% |
| All | +215.7% | +55.5% | +160.2% | +121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling