+114.4%
MTUM vs BIIB
-16.5%
+131.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +0.7% | -1.7% | +2.4% | +0.8% |
| 30D | -2.4% | +4.0% | -6.4% | -2.8% |
| 3M | -3.6% | +8.6% | -12.2% | -4.5% |
| 6M | +23.7% | +14.0% | +9.7% | +21.7% |
| YTD | +22.9% | +23.4% | -0.5% | +19.6% |
| 1Y | +21.8% | +45.9% | -24.1% | +16.0% |
| 3Y | +114.4% | -16.1% | +130.6% | +112.3% |
| All | +114.4% | -16.5% | +131.0% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling