+211.3%
MCD vs BIIB
-18.3%
+229.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.5% |
| 7D | +5.9% | +2.4% | +3.6% | +5.7% |
| 30D | +19.6% | +12.9% | +6.7% | +18.2% |
| 3M | +3.3% | +22.6% | -19.3% | +1.2% |
| 6M | +3.5% | +31.7% | -28.3% | +0.5% |
| YTD | -6.1% | +44.8% | -50.9% | -9.8% |
| 1Y | -3.7% | +63.9% | -67.6% | -8.6% |
| 3Y | +13.4% | +13.5% | -0.1% | +10.6% |
| 5Y | +25.2% | -5.6% | +30.8% | +22.9% |
| 10Y | +211.3% | -20.3% | +231.6% | +203.0% |
| All | +211.3% | -18.3% | +229.6% | +203.0% |
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