-19.3%
MP vs BIIB
-7.5%
-11.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.1% | +2.2% |
| 7D | +11.0% | +2.7% | +8.3% | +10.4% |
| 30D | -11.7% | +9.4% | -21.2% | -13.6% |
| 3M | -30.8% | +19.9% | -50.7% | -33.8% |
| 6M | -42.9% | +25.6% | -68.5% | -46.5% |
| YTD | -25.9% | +42.3% | -68.2% | -33.6% |
| 1Y | -37.3% | +55.1% | -92.4% | -45.4% |
| 3Y | +150.7% | +11.4% | +139.2% | +141.4% |
| 5Y | -19.3% | -7.4% | -11.9% | -22.2% |
| All | -19.3% | -7.5% | -11.8% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling