+9,693.1%
MTZ vs BIIB
+8,178.3%
+1,514.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.8% | +7.7% | +9.3% |
| 7D | -6.4% | -2.1% | -4.4% | -6.2% |
| 30D | -22.1% | +11.8% | -33.9% | -23.5% |
| 3M | -32.7% | +20.4% | -53.1% | -34.7% |
| 6M | -59.8% | +30.2% | -90.1% | -61.6% |
| YTD | -19.9% | +41.1% | -61.0% | -24.7% |
| 1Y | -11.5% | +58.4% | -69.9% | -18.3% |
| 3Y | +258.1% | -0.1% | +258.2% | +250.2% |
| 5Y | +85.5% | -10.9% | +96.4% | +81.9% |
| 10Y | +492.2% | -10.3% | +502.5% | +444.3% |
| All | +9,693.1% | +8,178.3% | +1,514.8% | +5,613.3% |
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