+3,101.0%
MPC vs BIIB
+120.8%
+2,980.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +5.4% | +1.1% | +4.4% | +5.2% |
| 30D | +31.0% | +6.9% | +24.1% | +29.1% |
| 3M | +46.0% | +12.4% | +33.6% | +41.7% |
| 6M | +77.3% | +16.3% | +61.0% | +70.2% |
| YTD | +141.9% | +25.5% | +116.4% | +127.6% |
| 1Y | +120.9% | +57.8% | +63.1% | +97.2% |
| 3Y | +182.7% | -17.3% | +200.0% | +185.7% |
| 5Y | +646.4% | -33.8% | +680.2% | +673.8% |
| 10Y | +1,138.7% | -29.6% | +1,168.3% | +1,020.7% |
| All | +3,101.0% | +120.8% | +2,980.2% | +1,024.2% |
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 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