+153.5%
MLM vs BMRN
-35.8%
+189.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.0% |
| 7D | -3.8% | -0.5% | -3.4% | -3.7% |
| 30D | +11.0% | +4.3% | +6.7% | +10.0% |
| 3M | -3.1% | -10.4% | +7.3% | -0.9% |
| 6M | -9.8% | +5.8% | -15.6% | -11.3% |
| YTD | -14.4% | -3.8% | -10.6% | -14.2% |
| 1Y | -12.6% | +11.1% | -23.7% | -15.6% |
| 3Y | +19.7% | -31.7% | +51.4% | +26.2% |
| 5Y | +29.8% | -30.9% | +60.7% | +34.2% |
| 10Y | +153.5% | -37.7% | +191.2% | +147.3% |
| All | +153.5% | -35.8% | +189.3% | +147.3% |
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