-2.3%
MDB vs BIIB
-15.8%
+13.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -4.0% |
| 7D | -17.4% | +1.1% | -18.5% | -17.5% |
| 30D | -2.0% | +6.9% | -8.9% | -2.6% |
| 3M | -3.0% | +12.4% | -15.4% | -4.3% |
| 6M | +48.7% | +16.3% | +32.4% | +45.6% |
| YTD | -12.1% | +25.5% | -37.6% | -15.2% |
| 1Y | +14.5% | +57.8% | -43.3% | +6.6% |
| All | -2.3% | -15.8% | +13.5% | +3.3% |
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 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