+47.8%
CLF vs MRNA
+561.6%
-513.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +1.9% |
| 7D | +7.6% | +5.5% | +2.1% | +7.3% |
| 30D | -1.2% | +158.7% | -159.9% | -8.1% |
| 3M | -13.4% | +182.1% | -195.5% | -20.5% |
| 6M | +15.4% | +151.8% | -136.4% | +6.7% |
| YTD | -5.9% | +393.6% | -399.4% | -18.6% |
| 1Y | +18.8% | +499.5% | -480.6% | +0.5% |
| 3Y | -19.4% | +29.3% | -48.7% | -26.4% |
| 5Y | -47.7% | -65.1% | +17.4% | -52.0% |
| All | +47.8% | +561.6% | -513.8% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling