+77.8%
PBF vs MLM
-14.6%
+92.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +5.4% |
| 7D | -4.0% | -5.8% | +1.8% | -6.9% |
| 30D | -18.0% | +9.8% | -27.8% | -13.4% |
| 3M | +0.9% | -5.2% | +6.1% | -2.2% |
| 6M | +65.7% | -10.3% | +76.0% | +58.6% |
| YTD | +161.9% | -15.5% | +177.3% | +139.4% |
| 1Y | +77.8% | -15.0% | +92.8% | +62.0% |
| All | +77.8% | -14.6% | +92.4% | +62.0% |
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