+25.3%
MTUM vs BIIB
+55.8%
-30.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +1.8% |
| 7D | +1.7% | +1.1% | +0.7% | +1.7% |
| 30D | -1.7% | +6.9% | -8.5% | -1.5% |
| 3M | -6.3% | +12.4% | -18.8% | -6.3% |
| 6M | +21.8% | +16.3% | +5.6% | +21.4% |
| YTD | +22.0% | +25.5% | -3.4% | +21.3% |
| 1Y | +25.3% | +57.8% | -32.5% | +25.1% |
| All | +25.3% | +55.8% | -30.4% | +25.1% |
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 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