+678.6%
MPC vs BMRN
-16.8%
+695.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.1% | +2.6% |
| 7D | +3.9% | -0.3% | +4.2% | +3.9% |
| 30D | +33.8% | +1.3% | +32.5% | +33.5% |
| 3M | +49.9% | +14.3% | +35.6% | +47.4% |
| 6M | +80.9% | +5.7% | +75.2% | +79.6% |
| YTD | +147.4% | +8.7% | +138.7% | +144.1% |
| 1Y | +123.2% | +14.6% | +108.6% | +117.7% |
| 3Y | +171.7% | -28.3% | +200.1% | +180.4% |
| 5Y | +678.6% | -15.7% | +694.3% | +681.3% |
| All | +678.6% | -16.8% | +695.4% | +681.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling