+206.2%
MLM vs BIIB
-28.8%
+235.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.4% |
| 7D | -2.9% | +1.1% | -4.0% | -3.0% |
| 30D | -6.8% | +6.9% | -13.7% | -7.7% |
| 3M | -11.2% | +12.4% | -23.6% | -12.8% |
| 6M | -21.8% | +16.3% | -38.1% | -23.7% |
| YTD | -17.0% | +25.5% | -42.5% | -19.9% |
| 1Y | -16.4% | +57.8% | -74.2% | -21.9% |
| 3Y | +14.5% | -17.3% | +31.8% | +15.2% |
| 5Y | +41.7% | -33.8% | +75.6% | +44.0% |
| All | +206.2% | -28.8% | +235.0% | +192.4% |
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