+181.3%
MCD vs BIIB
-30.8%
+212.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -2.9% | -5.4% | +2.5% | -2.3% |
| 30D | -6.7% | +1.7% | -8.5% | -6.9% |
| 3M | -9.6% | +5.8% | -15.4% | -10.2% |
| 6M | -22.3% | +11.9% | -34.3% | -23.4% |
| YTD | -15.4% | +19.7% | -35.2% | -17.2% |
| 1Y | -16.8% | +46.7% | -63.6% | -20.3% |
| 3Y | -2.4% | -18.6% | +16.2% | -1.8% |
| 5Y | +19.4% | -29.8% | +49.1% | +20.3% |
| 10Y | +181.3% | -28.8% | +210.1% | +175.2% |
| All | +181.3% | -30.8% | +212.1% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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