+267.3%
MP vs BIIB
-4.9%
+272.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | -15.3% | +10.5% | -25.7% | -16.6% |
| 3M | -33.5% | +24.3% | -57.8% | -35.7% |
| 6M | -45.5% | +28.0% | -73.5% | -47.9% |
| YTD | -27.3% | +44.0% | -71.3% | -32.2% |
| 1Y | -40.7% | +58.8% | -99.5% | -45.7% |
| 3Y | +145.9% | +12.7% | +133.1% | +137.4% |
| 5Y | -13.9% | -4.9% | -9.0% | -16.2% |
| All | +267.3% | -4.9% | +272.2% | +266.3% |
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