+607.3%
CEG vs MRNA
-27.7%
+635.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.7% |
| 7D | +0.3% | -8.2% | +8.6% | +0.7% |
| 30D | +2.9% | +125.6% | -122.7% | -5.6% |
| 3M | +18.2% | +197.1% | -178.9% | +4.4% |
| 6M | -9.5% | +148.5% | -158.0% | -18.8% |
| YTD | -18.7% | +363.3% | -382.0% | -33.0% |
| 1Y | -10.1% | +462.0% | -472.1% | -28.4% |
| 3Y | +168.3% | +26.9% | +141.4% | +150.8% |
| All | +607.3% | -27.7% | +635.0% | +582.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling