+127.9%
ADP vs MRNA
+537.9%
-410.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.6% | +0.1% | -3.4% |
| 7D | -5.5% | -9.0% | +3.6% | -5.3% |
| 30D | -1.2% | +137.2% | -138.4% | -4.8% |
| 3M | +17.9% | +194.8% | -177.0% | +12.7% |
| 6M | +20.3% | +167.2% | -146.9% | +15.3% |
| YTD | +5.8% | +375.9% | -370.0% | -0.6% |
| 1Y | -7.7% | +465.2% | -472.9% | -13.9% |
| 3Y | +14.7% | +30.4% | -15.6% | +10.4% |
| 5Y | +45.8% | -66.8% | +112.6% | +40.9% |
| All | +127.9% | +537.9% | -410.0% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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