+284.5%
PBF vs MLM
+185.4%
+99.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -6.9% | -0.5% | -3.4% |
| 7D | -13.8% | -4.1% | -9.6% | -11.8% |
| 30D | -19.6% | +8.2% | -27.8% | -23.5% |
| 3M | +10.3% | -3.6% | +13.8% | +11.8% |
| 6M | +63.4% | -15.6% | +79.0% | +74.3% |
| YTD | +152.6% | -16.4% | +169.1% | +163.5% |
| 1Y | +87.4% | -14.3% | +101.7% | +91.9% |
| 3Y | +63.3% | +19.3% | +43.9% | +28.0% |
| 5Y | +412.5% | +29.6% | +382.9% | +253.2% |
| All | +284.5% | +185.4% | +99.1% | +31.6% |
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