+3,109.1%
MPC vs BMRN
+122.1%
+2,986.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.1% |
| 7D | -9.4% | -0.5% | -9.0% | -9.3% |
| 30D | -14.3% | +4.3% | -18.7% | -15.4% |
| 3M | +31.1% | -10.4% | +41.5% | +34.5% |
| 6M | +60.3% | +5.8% | +54.5% | +56.0% |
| YTD | +142.5% | -3.8% | +146.3% | +140.8% |
| 1Y | +104.6% | +11.1% | +93.5% | +93.9% |
| 3Y | +191.7% | -31.7% | +223.4% | +209.6% |
| 5Y | +549.2% | -30.9% | +580.1% | +563.2% |
| 10Y | +1,106.2% | -37.7% | +1,144.0% | +1,080.5% |
| All | +3,109.1% | +122.1% | +2,986.9% | +1,354.1% |
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 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