+170.1%
MTB vs BIIB
-26.2%
+196.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | 0.0% | -1.7% | +1.7% | +0.2% |
| 30D | -4.8% | +4.0% | -8.8% | -5.2% |
| 3M | +6.0% | +8.6% | -2.6% | +4.9% |
| 6M | +19.6% | +14.0% | +5.6% | +17.7% |
| YTD | +21.5% | +23.4% | -1.9% | +18.3% |
| 1Y | +24.7% | +45.9% | -21.2% | +19.3% |
| 3Y | +108.6% | -16.1% | +124.7% | +108.5% |
| 5Y | +106.7% | -27.6% | +134.3% | +106.4% |
| All | +170.1% | -26.2% | +196.3% | +154.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling