+6,795.8%
MCD vs BIIB
+8,178.3%
-1,382.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.6% |
| 7D | +7.1% | -2.1% | +9.2% | +7.3% |
| 30D | +19.8% | +11.8% | +8.0% | +19.0% |
| 3M | +0.8% | +20.4% | -19.6% | -0.3% |
| 6M | -1.3% | +30.2% | -31.6% | -2.9% |
| YTD | -7.8% | +41.1% | -48.9% | -9.7% |
| 1Y | -5.0% | +58.4% | -63.4% | -7.6% |
| 3Y | +10.5% | -0.1% | +10.7% | +9.8% |
| 5Y | +22.0% | -10.9% | +32.9% | +21.2% |
| 10Y | +216.7% | -10.3% | +227.0% | +207.5% |
| All | +6,795.8% | +8,178.3% | -1,382.6% | +5,472.5% |
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