+2,444.0%
MULL vs BIIB
+24.0%
+2,420.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -1.1% |
| 7D | +14.0% | -1.6% | +15.6% | +14.8% |
| 30D | +24.8% | +2.2% | +22.6% | +22.7% |
| 3M | -16.1% | +10.3% | -26.4% | -23.7% |
| 6M | +330.9% | +14.9% | +316.0% | +275.5% |
| YTD | +545.0% | +20.7% | +524.3% | +441.0% |
| 1Y | +2,427.1% | +50.3% | +2,376.8% | +1,648.4% |
| All | +2,444.0% | +24.0% | +2,420.0% | +1,560.9% |
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