+89.0%
MGY vs BIIB
-28.1%
+117.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +3.5% | -1.7% | +5.2% | +3.8% |
| 30D | +5.3% | +4.0% | +1.3% | +4.3% |
| 3M | +2.6% | +8.6% | -6.0% | +0.5% |
| 6M | -3.3% | +14.0% | -17.3% | -6.6% |
| YTD | +29.2% | +23.4% | +5.8% | +22.1% |
| 1Y | +18.0% | +45.9% | -27.9% | +7.1% |
| 3Y | +30.0% | -16.1% | +46.1% | +28.2% |
| All | +89.0% | -28.1% | +117.1% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling