+272.3%
MTZ vs BIIB
+13.5%
+258.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.3% |
| 7D | +5.0% | +2.0% | +3.0% | +4.9% |
| 30D | -6.0% | +8.8% | -14.8% | -6.4% |
| 3M | -36.1% | +20.3% | -56.4% | -36.8% |
| 6M | -56.9% | +23.9% | -80.8% | -57.5% |
| YTD | -15.9% | +44.0% | -59.9% | -18.9% |
| 1Y | -3.8% | +53.8% | -57.7% | -8.2% |
| 3Y | +272.3% | +13.8% | +258.4% | +293.1% |
| All | +272.3% | +13.5% | +258.8% | +293.1% |
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 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