+1,065.8%
MDB vs BMRN
-26.6%
+1,092.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.5% |
| 7D | -2.8% | -1.4% | -1.4% | -2.1% |
| 30D | -14.9% | -5.8% | -9.1% | -12.6% |
| 3M | +7.3% | +16.6% | -9.3% | -0.9% |
| 6M | +38.2% | +7.6% | +30.6% | +30.9% |
| YTD | -10.9% | +10.2% | -21.1% | -16.6% |
| 1Y | +11.6% | +20.2% | -8.6% | -1.8% |
| 3Y | -0.9% | -27.4% | +26.5% | +8.9% |
| 5Y | -23.5% | -16.0% | -7.5% | -20.9% |
| All | +1,065.8% | -26.6% | +1,092.3% | +993.4% |
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