+209.3%
MLM vs BMRN
-33.1%
+242.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | -2.7% | -3.8% | +1.1% | -1.9% |
| 30D | -8.3% | -6.5% | -1.8% | -7.0% |
| 3M | -12.0% | +11.2% | -23.2% | -14.2% |
| 6M | -17.6% | +5.8% | -23.4% | -19.0% |
| YTD | -18.9% | +8.4% | -27.3% | -20.9% |
| 1Y | -17.6% | +15.7% | -33.3% | -21.3% |
| 3Y | +16.8% | -28.6% | +45.4% | +22.2% |
| 5Y | +41.0% | -19.6% | +60.6% | +40.8% |
| 10Y | +209.3% | -31.5% | +240.8% | +173.2% |
| All | +209.3% | -33.1% | +242.4% | +173.2% |
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