-51.3%
MP vs BIIB
+31.3%
-82.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.1% | +5.2% |
| 7D | -10.5% | -2.1% | -8.4% | -10.8% |
| 30D | -23.5% | +11.8% | -35.3% | -21.8% |
| 3M | -25.4% | +20.4% | -45.8% | -22.2% |
| 6M | -51.3% | +30.2% | -81.5% | -48.6% |
| All | -51.3% | +31.3% | -82.6% | -48.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling