+19.3%
MLM vs BMRN
-29.4%
+48.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | -4.1% | -4.2% | +0.1% | -3.6% |
| 30D | +8.2% | +1.5% | +6.7% | +8.0% |
| 3M | -3.6% | -8.8% | +5.3% | -2.6% |
| 6M | -15.6% | +2.6% | -18.2% | -15.8% |
| YTD | -16.4% | -5.7% | -10.7% | -16.0% |
| 1Y | -14.3% | +8.1% | -22.4% | -15.4% |
| 3Y | +19.3% | -26.5% | +45.8% | +20.7% |
| All | +19.3% | -29.4% | +48.7% | +20.7% |
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