+328.4%
MNST vs BIIB
-21.3%
+349.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | -3.9% | +1.7% | -5.6% | -4.2% |
| 30D | +3.9% | +12.2% | -8.3% | +1.9% |
| 3M | -0.8% | +22.3% | -23.1% | -4.2% |
| 6M | +5.1% | +30.9% | -25.8% | +0.1% |
| YTD | +18.3% | +43.9% | -25.6% | +10.5% |
| 1Y | +29.5% | +62.1% | -32.6% | +18.5% |
| 3Y | +64.0% | +12.7% | +51.4% | +57.3% |
| 5Y | +97.2% | -5.1% | +102.3% | +91.5% |
| 10Y | +328.4% | -21.9% | +350.4% | +300.4% |
| All | +328.4% | -21.3% | +349.8% | +300.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling