-17.9%
MLM vs BMRN
+12.4%
-30.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -0.1% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | -6.5% | +1.3% | -7.8% | -6.7% |
| 3M | -7.4% | +14.3% | -21.7% | -8.9% |
| 6M | -15.8% | +5.7% | -21.6% | -16.8% |
| YTD | -17.4% | +8.7% | -26.2% | -18.4% |
| 1Y | -17.9% | +14.6% | -32.5% | -17.8% |
| All | -17.9% | +12.4% | -30.3% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling