+1,091.3%
AMAT vs MRNA
+1,122.7%
-31.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.8% | +5.5% | +11.0% |
| 7D | -1.1% | +21.8% | -22.9% | -2.2% |
| 30D | -26.9% | +19.6% | -46.5% | -27.7% |
| 3M | -31.2% | +354.6% | -385.8% | -41.0% |
| 6M | -14.7% | +394.9% | -409.6% | -28.2% |
| YTD | +44.7% | +812.2% | -767.5% | +12.9% |
| 1Y | +62.0% | +996.2% | -934.2% | +23.4% |
| 3Y | +165.0% | +287.0% | -122.0% | +118.0% |
| 5Y | +147.1% | +13.6% | +133.5% | +118.2% |
| All | +1,091.3% | +1,122.7% | -31.4% | +937.2% |
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