+639.7%
CEG vs MRNA
-25.7%
+665.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.2% |
| 7D | +6.7% | -9.0% | +15.7% | +7.2% |
| 30D | +11.0% | +137.2% | -126.2% | +1.5% |
| 3M | +19.5% | +194.8% | -175.3% | +5.8% |
| 6M | -5.9% | +167.2% | -173.0% | -16.0% |
| YTD | -15.0% | +375.9% | -390.8% | -30.0% |
| 1Y | +0.6% | +465.2% | -464.5% | -19.7% |
| 3Y | +180.6% | +30.4% | +150.2% | +161.9% |
| All | +639.7% | -25.7% | +665.4% | +612.8% |
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