+145.5%
MLM vs BIIB
-20.9%
+166.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -5.8% | -0.4% | -5.4% | -5.8% |
| 30D | +9.8% | +10.5% | -0.6% | +8.4% |
| 3M | -5.2% | +24.3% | -29.5% | -7.9% |
| 6M | -10.3% | +28.0% | -38.3% | -13.3% |
| YTD | -15.5% | +44.0% | -59.4% | -19.8% |
| 1Y | -15.0% | +58.8% | -73.9% | -20.4% |
| 3Y | +17.5% | +12.7% | +4.7% | +13.6% |
| 5Y | +30.5% | -4.9% | +35.5% | +27.2% |
| 10Y | +145.5% | -20.6% | +166.1% | +127.0% |
| All | +145.5% | -20.9% | +166.4% | +127.0% |
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