+264.6%
MP vs BMRN
-53.3%
+317.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.4% |
| 7D | -3.6% | +2.6% | -6.3% | -4.3% |
| 30D | -21.0% | +4.3% | -25.2% | -21.9% |
| 3M | -33.3% | -17.1% | -16.2% | -30.1% |
| 6M | -45.9% | +5.7% | -51.6% | -47.3% |
| YTD | -27.8% | -3.9% | -24.0% | -28.0% |
| 1Y | -43.2% | +8.5% | -51.7% | -45.6% |
| 3Y | +144.0% | -32.0% | +176.0% | +164.3% |
| 5Y | -6.1% | -29.9% | +23.8% | +0.6% |
| All | +264.6% | -53.3% | +317.9% | +270.0% |
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