+2,330.7%
MULL vs BIIB
+25.7%
+2,305.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.2% | -11.6% | -10.4% |
| 7D | +3.6% | -4.0% | +7.7% | +5.6% |
| 30D | +22.0% | +5.7% | +16.4% | +17.7% |
| 3M | -8.6% | +10.9% | -19.5% | -17.1% |
| 6M | +248.5% | +14.3% | +234.2% | +205.7% |
| YTD | +516.3% | +22.4% | +493.9% | +412.7% |
| 1Y | +2,036.6% | +51.1% | +1,985.6% | +1,375.9% |
| All | +2,330.7% | +25.7% | +2,305.0% | +1,474.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling