+604.3%
MTUM vs BIIB
+6.4%
+598.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +0.7% | -1.7% | +2.4% | +1.0% |
| 30D | -2.4% | +4.0% | -6.4% | -3.2% |
| 3M | -3.6% | +8.6% | -12.2% | -5.4% |
| 6M | +23.7% | +14.0% | +9.7% | +20.1% |
| YTD | +22.9% | +23.4% | -0.5% | +17.5% |
| 1Y | +21.8% | +45.9% | -24.1% | +12.8% |
| 3Y | +114.4% | -16.1% | +130.6% | +115.8% |
| 5Y | +79.6% | -27.6% | +107.1% | +82.1% |
| 10Y | +356.2% | -26.7% | +382.9% | +326.7% |
| All | +604.3% | +6.4% | +598.0% | +494.3% |
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 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