+201.6%
CAT vs MRNA
+27.0%
+174.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.5% | -0.8% |
| 7D | +2.9% | -10.1% | +13.0% | +3.2% |
| 30D | -2.6% | +126.7% | -129.4% | -7.0% |
| 3M | -10.7% | +184.1% | -194.8% | -18.2% |
| 6M | +16.1% | +143.3% | -127.1% | +8.2% |
| YTD | +43.2% | +359.9% | -316.6% | +21.6% |
| 1Y | +96.8% | +454.2% | -357.4% | +61.8% |
| All | +201.6% | +27.0% | +174.6% | +167.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling