-16.4%
MLM vs BIIB
+55.8%
-72.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.4% |
| 7D | -2.9% | +1.1% | -4.0% | -3.1% |
| 30D | -6.8% | +6.9% | -13.7% | -7.6% |
| 3M | -11.2% | +12.4% | -23.6% | -12.8% |
| 6M | -21.8% | +16.3% | -38.1% | -23.8% |
| YTD | -17.0% | +25.5% | -42.5% | -19.7% |
| 1Y | -16.4% | +57.8% | -74.2% | -19.3% |
| All | -16.4% | +55.8% | -72.1% | -19.3% |
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 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