+3,101.0%
MPC vs BMRN
+158.5%
+2,942.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +5.4% | +2.9% | +2.6% | +4.6% |
| 30D | +31.0% | +11.0% | +19.9% | +27.2% |
| 3M | +46.0% | +17.8% | +28.2% | +39.4% |
| 6M | +77.3% | +10.1% | +67.2% | +70.9% |
| YTD | +141.9% | +11.9% | +130.0% | +131.5% |
| 1Y | +120.9% | +17.2% | +103.7% | +107.1% |
| 3Y | +182.7% | -28.5% | +211.2% | +196.7% |
| 5Y | +646.4% | -21.7% | +668.1% | +638.0% |
| 10Y | +1,138.7% | -30.5% | +1,169.2% | +1,080.9% |
| All | +3,101.0% | +158.5% | +2,942.5% | +1,297.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling