+3,151.0%
MLM vs BIIB
+25,919.2%
-22,768.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.0% | -4.7% |
| 7D | -1.2% | -2.3% | +1.1% | -1.0% |
| 30D | +7.9% | +9.4% | -1.5% | +6.8% |
| 3M | -4.5% | +18.1% | -22.5% | -6.3% |
| 6M | -12.6% | +29.0% | -41.6% | -15.3% |
| YTD | -14.9% | +38.6% | -53.5% | -18.3% |
| 1Y | -13.1% | +59.0% | -72.1% | -17.9% |
| 3Y | +21.2% | -2.2% | +23.5% | +19.9% |
| 5Y | +32.0% | -12.5% | +44.5% | +30.8% |
| 10Y | +195.3% | -11.9% | +207.3% | +178.0% |
| All | +3,151.0% | +25,919.2% | -22,768.2% | +2,030.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling