+258.1%
MTZ vs BIIB
-0.5%
+258.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.8% | +7.7% | +9.5% |
| 7D | -6.4% | -2.1% | -4.4% | -6.4% |
| 30D | -22.1% | +11.8% | -33.9% | -22.5% |
| 3M | -32.7% | +20.4% | -53.1% | -33.5% |
| 6M | -59.8% | +30.2% | -90.1% | -60.7% |
| YTD | -19.9% | +41.1% | -61.0% | -22.8% |
| 1Y | -11.5% | +58.4% | -69.9% | -16.2% |
| 3Y | +258.1% | -0.1% | +258.2% | +311.4% |
| All | +258.1% | -0.5% | +258.5% | +311.4% |
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