-6.0%
MTZ vs BIIB
+64.0%
-70.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | +8.8% |
| 7D | -2.4% | +2.4% | -4.8% | -2.2% |
| 30D | -11.1% | +12.9% | -24.0% | -9.9% |
| 3M | -30.6% | +22.6% | -53.2% | -29.3% |
| 6M | -54.4% | +31.7% | -86.1% | -53.3% |
| YTD | -13.0% | +44.8% | -57.8% | -10.7% |
| All | -6.0% | +64.0% | -70.0% | -2.9% |
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 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