+3,091.3%
MLM vs BIIB
+26,390.7%
-23,299.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.0% |
| 7D | -4.1% | -2.1% | -2.0% | -3.9% |
| 30D | +8.2% | +11.8% | -3.6% | +6.8% |
| 3M | -3.6% | +20.4% | -24.0% | -5.6% |
| 6M | -15.6% | +30.2% | -45.8% | -18.2% |
| YTD | -16.4% | +41.1% | -57.5% | -19.9% |
| 1Y | -14.3% | +58.4% | -72.8% | -19.0% |
| 3Y | +19.3% | -0.1% | +19.4% | +17.8% |
| 5Y | +29.6% | -10.9% | +40.5% | +28.2% |
| 10Y | +189.9% | -10.3% | +200.3% | +172.3% |
| All | +3,091.3% | +26,390.7% | -23,299.3% | +1,987.4% |
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 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