+676.6%
CAT vs MRNA
+554.4%
+122.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | +1.6% |
| 7D | +0.6% | -1.1% | +1.7% | +0.6% |
| 30D | -4.3% | +126.1% | -130.4% | -8.3% |
| 3M | -8.6% | +190.0% | -198.7% | -14.0% |
| 6M | +16.1% | +157.2% | -141.1% | +9.8% |
| YTD | +43.8% | +388.2% | -344.4% | +31.0% |
| 1Y | +91.5% | +467.0% | -375.6% | +72.6% |
| 3Y | +202.7% | +36.1% | +166.6% | +184.6% |
| 5Y | +335.1% | -68.0% | +403.1% | +312.9% |
| All | +676.6% | +554.4% | +122.2% | +546.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling