-11.7%
MP vs BIIB
+51.8%
-63.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +0.8% |
| 7D | +3.0% | -1.6% | +4.7% | +2.7% |
| 30D | +8.3% | +2.2% | +6.1% | +9.0% |
| 3M | -3.8% | +10.3% | -14.2% | -1.4% |
| 6M | -4.9% | +14.9% | -19.9% | -1.5% |
| YTD | +9.6% | +20.7% | -11.1% | +16.7% |
| 1Y | -11.7% | +50.3% | -62.1% | +1.0% |
| All | -11.7% | +51.8% | -63.5% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling