+27.7%
CL vs MRNA
+27.0%
+0.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | -0.4% |
| 7D | -2.3% | -10.1% | +7.8% | -2.3% |
| 30D | -5.5% | +126.7% | -132.2% | -5.1% |
| 3M | +0.8% | +184.1% | -183.3% | +1.3% |
| 6M | -4.2% | +143.3% | -147.5% | -3.8% |
| YTD | +13.4% | +359.9% | -346.4% | +13.3% |
| 1Y | +7.1% | +454.2% | -447.1% | +6.6% |
| All | +27.7% | +27.0% | +0.7% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling