+26.5%
MLM vs BIIB
-7.5%
+34.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -0.9% | +2.0% | -2.9% | -1.3% |
| 30D | +9.0% | +8.8% | +0.2% | +7.2% |
| 3M | -5.6% | +20.3% | -25.9% | -8.9% |
| 6M | -10.7% | +23.9% | -34.6% | -14.7% |
| YTD | -17.2% | +44.0% | -61.1% | -23.5% |
| 1Y | -14.2% | +53.8% | -68.0% | -21.9% |
| 3Y | +15.6% | +13.8% | +1.8% | +9.6% |
| All | +26.5% | -7.5% | +34.0% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling