+1,174.7%
MPC vs BMRN
-33.1%
+1,207.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +3.2% | -3.8% | +7.0% | +4.2% |
| 30D | +25.0% | -6.5% | +31.5% | +27.0% |
| 3M | +55.2% | +11.2% | +43.9% | +50.8% |
| 6M | +86.4% | +5.8% | +80.6% | +82.1% |
| YTD | +148.5% | +8.4% | +140.1% | +140.6% |
| 1Y | +121.7% | +15.7% | +106.0% | +109.5% |
| 3Y | +172.9% | -28.6% | +201.4% | +186.7% |
| 5Y | +679.9% | -19.6% | +699.5% | +663.7% |
| 10Y | +1,174.7% | -31.5% | +1,206.2% | +1,147.1% |
| All | +1,174.7% | -33.1% | +1,207.8% | +1,147.1% |
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