+1,097.3%
MXL vs PBF
+303.9%
+793.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.8% |
| 7D | +1.6% | +4.3% | -2.7% | +0.7% |
| 30D | -7.0% | +22.0% | -29.0% | -11.4% |
| 3M | -33.4% | +74.5% | -107.9% | -41.5% |
| 6M | +260.2% | +67.7% | +192.5% | +213.9% |
| YTD | +260.0% | +179.2% | +80.8% | +177.3% |
| 1Y | +303.5% | +170.0% | +133.5% | +209.8% |
| 3Y | +160.4% | +66.4% | +94.1% | +112.9% |
| 5Y | +14.7% | +764.5% | -749.8% | -39.0% |
| 10Y | +215.6% | +358.5% | -142.9% | +53.2% |
| All | +1,097.3% | +303.9% | +793.5% | +468.5% |
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