+154.3%
MP vs BMRN
-26.7%
+181.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -2.9% | +2.9% | -5.7% | -3.2% |
| 30D | +13.8% | +11.0% | +2.8% | +12.5% |
| 3M | -16.7% | +17.8% | -34.5% | -18.3% |
| 6M | -11.5% | +10.1% | -21.6% | -12.8% |
| YTD | +7.9% | +11.9% | -4.0% | +5.9% |
| 1Y | -15.0% | +17.2% | -32.3% | -17.3% |
| All | +154.3% | -26.7% | +181.0% | +147.5% |
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 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