+153.5%
MLM vs BIIB
-18.3%
+171.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.2% | +2.1% |
| 7D | -3.8% | +2.4% | -6.2% | -4.1% |
| 30D | +11.0% | +12.9% | -1.9% | +9.3% |
| 3M | -3.1% | +22.6% | -25.6% | -5.6% |
| 6M | -9.8% | +31.7% | -41.5% | -13.2% |
| YTD | -14.4% | +44.8% | -59.2% | -18.8% |
| 1Y | -12.6% | +63.9% | -76.5% | -18.4% |
| 3Y | +19.7% | +13.5% | +6.3% | +15.7% |
| 5Y | +29.8% | -5.6% | +35.4% | +26.5% |
| 10Y | +153.5% | -20.3% | +173.8% | +140.2% |
| All | +153.5% | -18.3% | +171.8% | +140.2% |
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