+1,124.8%
AMAT vs MRNA
+951.6%
+173.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.0% | +3.4% | -3.1% |
| 7D | +19.3% | -4.2% | +23.5% | +19.7% |
| 30D | -17.9% | +7.0% | -24.9% | -18.3% |
| 3M | -30.4% | +263.4% | -293.8% | -39.2% |
| 6M | -11.4% | +334.3% | -345.7% | -24.9% |
| YTD | +48.8% | +684.5% | -635.7% | +17.1% |
| 1Y | +66.0% | +766.2% | -700.1% | +28.9% |
| 3Y | +158.8% | +230.3% | -71.4% | +115.0% |
| 5Y | +153.2% | +0.1% | +153.1% | +125.4% |
| All | +1,124.8% | +951.6% | +173.2% | +976.0% |
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