+954.3%
MDB vs BIIB
-26.2%
+980.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +3.0% | -0.4% | +3.4% | +3.1% |
| 30D | -11.3% | +10.5% | -21.8% | -13.1% |
| 3M | -23.0% | +24.3% | -47.3% | -26.2% |
| 6M | +14.8% | +28.0% | -13.3% | +8.5% |
| YTD | -19.4% | +44.0% | -63.4% | -25.9% |
| 1Y | -9.0% | +58.8% | -67.8% | -18.0% |
| 3Y | -10.3% | +12.7% | -23.0% | -14.6% |
| 5Y | -38.4% | -4.9% | -33.4% | -40.4% |
| All | +954.3% | -26.2% | +980.5% | +862.1% |
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