+443.0%
MP vs BMRN
-47.4%
+490.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -0.7% | -3.8% | +3.1% | +0.3% |
| 30D | -0.7% | -6.5% | +5.8% | +1.0% |
| 3M | 0.0% | +11.2% | -11.2% | -3.1% |
| 6M | -10.0% | +5.8% | -15.7% | -12.0% |
| YTD | +7.5% | +8.4% | -0.9% | +4.0% |
| 1Y | -14.0% | +15.7% | -29.7% | -19.0% |
| 3Y | +153.5% | -28.6% | +182.1% | +171.7% |
| 5Y | +62.7% | -19.6% | +82.3% | +68.1% |
| All | +443.0% | -47.4% | +490.4% | +434.5% |
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