+1,171.8%
MPC vs BMRN
-37.6%
+1,209.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +11.2% | +2.1% | +9.1% | +10.7% |
| 30D | -14.5% | +3.8% | -18.3% | -15.3% |
| 3M | +16.7% | -16.5% | +33.2% | +21.4% |
| 6M | +67.6% | +6.9% | +60.7% | +63.2% |
| YTD | +157.9% | -3.7% | +161.6% | +156.4% |
| 1Y | +116.7% | +5.6% | +111.1% | +109.1% |
| 3Y | +199.8% | -31.4% | +231.1% | +217.2% |
| 5Y | +604.4% | -30.0% | +634.4% | +614.2% |
| All | +1,171.8% | -37.6% | +1,209.4% | +1,087.8% |
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