+396.1%
PBF vs MLM
+27.9%
+368.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +3.0% |
| 7D | -7.4% | -3.8% | -3.5% | -6.8% |
| 30D | -17.5% | +11.0% | -28.5% | -18.7% |
| 3M | +13.1% | -3.1% | +16.2% | +13.6% |
| 6M | +72.6% | -9.8% | +82.4% | +74.2% |
| YTD | +161.2% | -14.4% | +175.6% | +164.3% |
| 1Y | +93.3% | -12.6% | +105.9% | +94.2% |
| 3Y | +80.7% | +19.7% | +60.9% | +62.2% |
| 5Y | +396.1% | +29.8% | +366.3% | +327.9% |
| All | +396.1% | +27.9% | +368.2% | +327.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling