+6,276.3%
MCD vs BIIB
+7,261.0%
-984.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | -2.8% | +1.1% | -3.9% | -2.9% |
| 30D | -6.0% | +6.9% | -12.9% | -6.4% |
| 3M | -5.6% | +12.4% | -18.0% | -6.3% |
| 6M | -21.9% | +16.3% | -38.1% | -22.6% |
| YTD | -14.7% | +25.5% | -40.2% | -15.9% |
| 1Y | -17.3% | +57.8% | -75.1% | -19.5% |
| 3Y | -2.2% | -17.3% | +15.2% | -1.8% |
| 5Y | +20.3% | -33.8% | +54.1% | +21.4% |
| 10Y | +180.7% | -29.6% | +210.3% | +176.0% |
| All | +6,276.3% | +7,261.0% | -984.7% | +5,087.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling