+49.6%
CLF vs MRNA
+915.3%
-865.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -3.1% |
| 7D | +10.4% | -12.1% | +22.5% | +10.9% |
| 30D | +0.6% | -1.3% | +1.9% | +0.5% |
| 3M | +4.1% | +250.9% | -246.8% | -3.8% |
| 6M | +15.1% | +343.0% | -327.9% | +3.5% |
| YTD | -4.7% | +657.4% | -662.2% | -19.1% |
| 1Y | +20.4% | +794.9% | -774.6% | +0.6% |
| 3Y | -23.4% | +218.1% | -241.5% | -32.9% |
| 5Y | -43.3% | -3.4% | -39.9% | -48.6% |
| All | +49.6% | +915.3% | -865.7% | +39.7% |
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