+191.7%
MPC vs BMRN
-33.2%
+224.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.4% |
| 7D | -9.4% | -0.5% | -9.0% | -9.4% |
| 30D | -14.3% | +4.3% | -18.7% | -14.6% |
| 3M | +31.1% | -10.4% | +41.5% | +32.2% |
| 6M | +60.3% | +5.8% | +54.5% | +59.1% |
| YTD | +142.5% | -3.8% | +146.3% | +143.2% |
| 1Y | +104.6% | +11.1% | +93.5% | +99.6% |
| 3Y | +191.7% | -31.7% | +223.4% | +198.0% |
| All | +191.7% | -33.2% | +224.9% | +198.0% |
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