-10.5%
MLM vs BIIB
+68.6%
-79.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +2.0% |
| 7D | +9.1% | +4.3% | +4.9% | +8.4% |
| 30D | +14.6% | +13.8% | +0.8% | +12.2% |
| 3M | +0.3% | +22.1% | -21.8% | -2.9% |
| 6M | -7.5% | +35.9% | -43.4% | -12.3% |
| YTD | -10.2% | +44.6% | -54.8% | -16.2% |
| 1Y | -10.5% | +70.4% | -80.9% | -17.5% |
| All | -10.5% | +68.6% | -79.1% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling