+10.2%
MTUM vs BIIB
+68.6%
-58.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -1.8% |
| 7D | -10.1% | +4.3% | -14.4% | -9.9% |
| 30D | -15.6% | +13.8% | -29.4% | -15.1% |
| 3M | -12.7% | +22.1% | -34.8% | -12.1% |
| 6M | -3.7% | +35.9% | -39.6% | -3.4% |
| YTD | +9.4% | +44.6% | -35.1% | +9.1% |
| 1Y | +10.2% | +70.4% | -60.2% | +9.8% |
| All | +10.2% | +68.6% | -58.4% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling