+26.5%
MLM vs BMRN
-30.6%
+57.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.9% |
| 7D | -0.9% | +2.1% | -3.0% | -1.3% |
| 30D | +9.0% | +3.8% | +5.2% | +8.2% |
| 3M | -5.6% | -16.5% | +10.9% | -2.2% |
| 6M | -10.7% | +6.9% | -17.6% | -12.2% |
| YTD | -17.2% | -3.7% | -13.5% | -17.0% |
| 1Y | -14.2% | +5.6% | -19.8% | -16.0% |
| 3Y | +15.6% | -31.4% | +47.0% | +21.3% |
| All | +26.5% | -30.6% | +57.1% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling