+181.2%
MLM vs BIIB
-14.6%
+195.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.1% |
| 7D | -4.1% | -2.1% | -2.0% | -3.8% |
| 30D | +8.2% | +11.8% | -3.6% | +6.5% |
| 3M | -3.6% | +20.4% | -24.0% | -6.0% |
| 6M | -15.6% | +30.2% | -45.8% | -18.8% |
| YTD | -16.4% | +41.1% | -57.5% | -20.6% |
| 1Y | -14.3% | +58.4% | -72.8% | -19.9% |
| 3Y | +19.3% | -0.1% | +19.4% | +17.0% |
| 5Y | +29.6% | -10.9% | +40.5% | +27.1% |
| All | +181.2% | -14.6% | +195.8% | +164.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling