+2,997.2%
MLM vs NBIX
+1,192.8%
+1,804.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +1.4% | -1.0% | +2.4% | +1.5% |
| 30D | -6.5% | -5.1% | -1.5% | -6.0% |
| 3M | -7.4% | -4.9% | -2.5% | -7.0% |
| 6M | -15.8% | +21.1% | -36.9% | -18.0% |
| YTD | -17.4% | +9.4% | -26.8% | -18.7% |
| 1Y | -17.9% | +7.9% | -25.8% | -19.2% |
| 3Y | +18.9% | +42.0% | -23.1% | +11.8% |
| 5Y | +43.4% | +63.7% | -20.3% | +31.4% |
| 10Y | +206.2% | +207.2% | -1.0% | +149.6% |
| All | +2,997.2% | +1,192.8% | +1,804.5% | +1,486.9% |
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