+302.4%
MXL vs BIIB
-26.2%
+328.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +7.3% |
| 7D | +18.9% | -1.7% | +20.5% | +19.3% |
| 30D | +0.3% | +4.0% | -3.6% | -1.1% |
| 3M | -8.0% | +8.6% | -16.6% | -11.2% |
| 6M | +341.2% | +14.0% | +327.2% | +319.8% |
| YTD | +327.8% | +23.4% | +304.4% | +297.7% |
| 1Y | +364.9% | +45.9% | +319.0% | +311.8% |
| 3Y | +229.2% | -16.1% | +245.4% | +235.4% |
| 5Y | +42.8% | -27.6% | +70.3% | +47.9% |
| All | +302.4% | -26.2% | +328.6% | +299.0% |
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