+205.1%
MLM vs NBIX
+219.9%
-14.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | -6.1% | -0.2% | -5.9% | -6.1% |
| 3M | -9.7% | -4.0% | -5.7% | -9.3% |
| 6M | -14.4% | +20.6% | -35.0% | -17.4% |
| YTD | -17.7% | +10.1% | -27.9% | -19.6% |
| 1Y | -18.7% | +8.8% | -27.5% | -20.6% |
| 3Y | +18.1% | +42.5% | -24.3% | +8.0% |
| 5Y | +42.3% | +61.5% | -19.2% | +25.9% |
| All | +205.1% | +219.9% | -14.8% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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