+254.1%
MP vs BIIB
-6.8%
+260.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.1% | +4.7% |
| 7D | -10.5% | -2.1% | -8.4% | -10.2% |
| 30D | -23.5% | +11.8% | -35.3% | -24.9% |
| 3M | -25.4% | +20.4% | -45.8% | -27.6% |
| 6M | -51.3% | +30.2% | -81.5% | -53.5% |
| YTD | -29.9% | +41.1% | -71.0% | -34.4% |
| 1Y | -31.8% | +58.4% | -90.3% | -37.6% |
| 3Y | +127.0% | -0.1% | +127.1% | +123.0% |
| 5Y | -3.3% | -10.9% | +7.6% | -5.4% |
| All | +254.1% | -6.8% | +260.9% | +254.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling