+320.8%
PBF vs MLM
+578.4%
-257.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.0% | -7.9% |
| 7D | -0.9% | +9.1% | -10.0% | -5.7% |
| 30D | -13.7% | +14.6% | -28.3% | -20.3% |
| 3M | +10.6% | +0.3% | +10.3% | +9.7% |
| 6M | +61.2% | -7.5% | +68.6% | +62.4% |
| YTD | +172.7% | -10.2% | +183.0% | +173.0% |
| 1Y | +111.0% | -10.5% | +121.5% | +111.3% |
| 3Y | +73.6% | +27.8% | +45.7% | +35.1% |
| 5Y | +479.7% | +38.9% | +440.7% | +304.1% |
| 10Y | +312.9% | +211.4% | +101.5% | +70.0% |
| All | +320.8% | +578.4% | -257.5% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling