+193.4%
MCD vs BMRN
-37.6%
+231.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -1.6% | +2.1% | -3.8% | -2.0% |
| 30D | +14.1% | +3.8% | +10.3% | +13.5% |
| 3M | +0.6% | -16.5% | +17.1% | +3.1% |
| 6M | 0.0% | +6.9% | -6.9% | -1.3% |
| YTD | -9.3% | -3.7% | -5.6% | -9.2% |
| 1Y | -9.3% | +5.6% | -14.9% | -10.8% |
| 3Y | +8.6% | -31.4% | +40.0% | +12.6% |
| 5Y | +21.9% | -30.0% | +51.9% | +23.6% |
| All | +193.4% | -37.6% | +231.1% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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