+1,029.4%
MDB vs BIIB
-36.8%
+1,066.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.3% |
| 7D | -1.8% | -1.7% | -0.1% | -1.4% |
| 30D | -17.3% | +4.0% | -21.2% | -17.9% |
| 3M | +2.2% | +8.6% | -6.4% | +0.1% |
| 6M | +33.9% | +14.0% | +19.9% | +29.3% |
| YTD | -13.7% | +23.4% | -37.1% | -18.2% |
| 1Y | +9.1% | +45.9% | -36.8% | -0.2% |
| 3Y | -8.1% | -16.1% | +8.0% | -7.2% |
| 5Y | -25.9% | -27.6% | +1.7% | -24.9% |
| All | +1,029.4% | -36.8% | +1,066.2% | +962.3% |
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