+2,302.1%
MULL vs BIIB
+26.7%
+2,275.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | -8.4% | -1.7% | -6.8% | -7.8% |
| 30D | +9.7% | +4.0% | +5.7% | +6.7% |
| 3M | -26.8% | +8.6% | -35.4% | -32.6% |
| 6M | +220.7% | +14.0% | +206.7% | +182.6% |
| YTD | +509.0% | +23.4% | +485.7% | +404.6% |
| 1Y | +1,739.5% | +45.9% | +1,693.6% | +1,205.7% |
| All | +2,302.1% | +26.7% | +2,275.4% | +1,449.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling