+32.1%
CL vs MRNA
+945.0%
-912.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +13.1% | -9.8% | +3.4% |
| 7D | +7.7% | +20.6% | -12.9% | +7.8% |
| 30D | +15.2% | +27.1% | -11.9% | +15.4% |
| 3M | +7.3% | +353.4% | -346.0% | +8.9% |
| 6M | +17.0% | +446.3% | -429.2% | +19.6% |
| YTD | +28.0% | +776.2% | -748.2% | +30.0% |
| 1Y | +32.1% | +987.9% | -955.8% | +31.1% |
| All | +32.1% | +945.0% | -912.9% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling