+18.5%
MLM vs BMRN
-28.1%
+46.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -2.9% | +2.9% | -5.8% | -3.3% |
| 30D | -6.8% | +11.0% | -17.9% | -8.2% |
| 3M | -11.2% | +17.8% | -29.0% | -13.1% |
| 6M | -21.8% | +10.1% | -31.9% | -23.0% |
| YTD | -17.0% | +11.9% | -28.9% | -18.4% |
| 1Y | -16.4% | +17.2% | -33.6% | -18.5% |
| All | +18.5% | -28.1% | +46.6% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling