+170.0%
PBF vs MLM
-15.9%
+185.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -0.7% |
| 7D | +4.3% | -2.9% | +7.2% | +2.7% |
| 30D | +22.0% | -6.8% | +28.8% | +17.3% |
| 3M | +74.5% | -11.2% | +85.7% | +65.9% |
| 6M | +67.7% | -21.8% | +89.5% | +61.5% |
| YTD | +179.2% | -17.0% | +196.2% | +161.8% |
| 1Y | +170.0% | -16.4% | +186.4% | +158.7% |
| All | +170.0% | -15.9% | +185.9% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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