+68.5%
CL vs MRNA
+521.0%
-452.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.2% |
| 7D | -2.4% | -8.2% | +5.8% | -2.4% |
| 30D | -4.8% | +125.6% | -130.3% | -5.5% |
| 3M | -1.7% | +197.1% | -198.8% | -2.9% |
| 6M | -3.8% | +148.5% | -152.3% | -4.8% |
| YTD | +13.3% | +363.3% | -350.0% | +11.0% |
| 1Y | +8.3% | +462.0% | -453.7% | +5.7% |
| 3Y | +28.8% | +26.9% | +1.9% | +27.6% |
| 5Y | +28.5% | -69.6% | +98.1% | +29.4% |
| All | +68.5% | +521.0% | -452.5% | +52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling