+159.3%
MP vs BMRN
-31.2%
+190.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.4% |
| 7D | +9.5% | +2.1% | +7.3% | +9.2% |
| 30D | -3.0% | +3.8% | -6.8% | -3.4% |
| 3M | -30.4% | -16.5% | -13.9% | -28.9% |
| 6M | -39.2% | +6.9% | -46.1% | -40.0% |
| YTD | -23.3% | -3.7% | -19.6% | -23.4% |
| 1Y | -32.6% | +5.6% | -38.2% | -33.8% |
| 3Y | +159.3% | -31.4% | +190.6% | +182.7% |
| All | +159.3% | -31.2% | +190.5% | +182.7% |
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