-14.2%
CLF vs MRNA
+27.0%
-41.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.7% | -1.5% |
| 7D | -2.7% | -10.1% | +7.4% | -2.4% |
| 30D | -3.2% | +126.7% | -129.9% | -7.6% |
| 3M | -5.0% | +184.1% | -189.1% | -14.0% |
| 6M | +26.6% | +143.3% | -116.7% | +17.3% |
| YTD | -9.0% | +359.9% | -368.8% | -26.5% |
| 1Y | +11.8% | +454.2% | -442.3% | -14.1% |
| All | -14.2% | +27.0% | -41.2% | -25.0% |
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 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