+492.6%
MTZ vs BIIB
-18.3%
+510.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | +8.2% |
| 7D | -2.4% | +2.4% | -4.8% | -2.8% |
| 30D | -11.1% | +12.9% | -24.0% | -12.8% |
| 3M | -30.6% | +22.6% | -53.2% | -32.9% |
| 6M | -54.4% | +31.7% | -86.1% | -56.5% |
| YTD | -13.0% | +44.8% | -57.8% | -18.7% |
| 1Y | -5.7% | +63.9% | -69.6% | -13.6% |
| 3Y | +297.2% | +13.5% | +283.7% | +282.4% |
| 5Y | +95.9% | -5.6% | +101.5% | +91.7% |
| 10Y | +492.6% | -20.3% | +513.0% | +426.9% |
| All | +492.6% | -18.3% | +510.9% | +426.9% |
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