+8.6%
MCD vs BIIB
+13.5%
-4.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -1.6% | +2.0% | -3.7% | -2.0% |
| 30D | +14.1% | +8.8% | +5.3% | +12.7% |
| 3M | +0.6% | +20.3% | -19.7% | -2.2% |
| 6M | 0.0% | +23.9% | -23.9% | -3.5% |
| YTD | -9.3% | +44.0% | -53.3% | -14.8% |
| 1Y | -9.3% | +53.8% | -63.1% | -15.9% |
| 3Y | +8.6% | +13.8% | -5.2% | +8.9% |
| All | +8.6% | +13.5% | -4.9% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling