-11.9%
MDB vs BIIB
+12.4%
-24.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | -1.0% | +1.7% | -2.7% | -1.1% |
| 30D | -14.0% | +12.2% | -26.2% | -14.8% |
| 3M | -20.3% | +22.3% | -42.6% | -21.7% |
| 6M | +10.9% | +30.9% | -20.1% | +7.8% |
| YTD | -20.9% | +43.9% | -64.8% | -24.4% |
| 1Y | -11.2% | +62.1% | -73.3% | -16.5% |
| 3Y | -11.9% | +12.7% | -24.6% | -13.4% |
| All | -11.9% | +12.4% | -24.3% | -13.4% |
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