+330.8%
PBF vs MLM
+527.4%
-196.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.9% |
| 7D | +4.3% | -2.9% | +7.2% | +5.8% |
| 30D | +22.0% | -6.8% | +28.8% | +26.5% |
| 3M | +74.5% | -11.2% | +85.7% | +81.6% |
| 6M | +67.7% | -21.8% | +89.5% | +84.1% |
| YTD | +179.2% | -17.0% | +196.2% | +193.2% |
| 1Y | +170.0% | -16.4% | +186.4% | +180.8% |
| 3Y | +66.4% | +14.5% | +51.9% | +37.5% |
| 5Y | +764.5% | +41.7% | +722.7% | +488.8% |
| 10Y | +358.5% | +200.0% | +158.5% | +94.6% |
| All | +330.8% | +527.4% | -196.6% | +27.6% |
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 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