+8.7%
CL vs MRNA
+511.3%
-502.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.5% |
| 7D | -2.2% | +5.5% | -7.7% | -2.2% |
| 30D | -4.8% | +158.7% | -163.6% | -3.9% |
| 3M | +4.9% | +182.1% | -177.2% | +6.3% |
| 6M | -5.7% | +151.8% | -157.5% | -4.4% |
| YTD | +14.4% | +393.6% | -379.2% | +14.9% |
| 1Y | +8.7% | +499.5% | -490.7% | +7.6% |
| All | +8.7% | +511.3% | -502.5% | +7.6% |
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