+255.2%
PBF vs MLM
+140.5%
+114.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +6.2% |
| 7D | -4.0% | -5.8% | +1.8% | -0.6% |
| 30D | -18.0% | +9.8% | -27.8% | -22.6% |
| 3M | +0.9% | -5.2% | +6.1% | +3.3% |
| 6M | +65.7% | -10.3% | +76.0% | +70.1% |
| YTD | +161.9% | -15.5% | +177.3% | +171.2% |
| 1Y | +77.8% | -15.0% | +92.8% | +83.2% |
| 3Y | +74.9% | +17.5% | +57.4% | +39.2% |
| 5Y | +423.4% | +30.5% | +392.8% | +261.1% |
| 10Y | +255.2% | +145.5% | +109.6% | +38.4% |
| All | +255.2% | +140.5% | +114.6% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling