+13,241.9%
MTZ vs BIIB
+7,261.0%
+5,980.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.8% | +2.4% |
| 7D | -1.6% | +1.1% | -2.6% | -1.8% |
| 30D | -11.1% | +6.9% | -18.0% | -12.0% |
| 3M | -36.7% | +12.4% | -49.1% | -38.0% |
| 6M | -21.9% | +16.3% | -38.2% | -24.1% |
| YTD | +9.1% | +25.5% | -16.4% | +4.6% |
| 1Y | +30.0% | +57.8% | -27.8% | +20.1% |
| 3Y | +138.5% | -17.3% | +155.8% | +140.5% |
| 5Y | +158.3% | -33.8% | +192.2% | +165.1% |
| 10Y | +700.8% | -29.6% | +730.4% | +664.1% |
| All | +13,241.9% | +7,261.0% | +5,980.9% | +7,840.6% |
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