+3,007.1%
MLM vs NBIX
+1,295.0%
+1,712.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -0.9% | +1.7% | -2.6% | -1.1% |
| 30D | +9.0% | +23.2% | -14.1% | +6.1% |
| 3M | -5.6% | +11.0% | -16.6% | -7.0% |
| 6M | -10.7% | +3.8% | -14.5% | -11.4% |
| YTD | -17.2% | +18.0% | -35.2% | -19.3% |
| 1Y | -14.2% | +16.1% | -30.3% | -16.3% |
| 3Y | +15.6% | +51.8% | -36.2% | +7.7% |
| 5Y | +26.2% | +90.2% | -64.0% | +13.6% |
| 10Y | +140.6% | +218.4% | -77.8% | +95.0% |
| All | +3,007.1% | +1,295.0% | +1,712.1% | +1,474.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling