+79.6%
CME vs MRNA
-67.9%
+147.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.8% | +0.6% |
| 7D | -1.6% | -1.1% | -0.5% | -1.6% |
| 30D | +5.6% | +126.1% | -120.5% | +6.6% |
| 3M | +5.6% | +190.0% | -184.4% | +6.6% |
| 6M | -8.3% | +157.2% | -165.5% | -7.3% |
| YTD | +4.3% | +388.2% | -383.9% | +4.7% |
| 1Y | +9.1% | +467.0% | -457.9% | +9.3% |
| 3Y | +52.1% | +36.1% | +16.0% | +56.3% |
| All | +79.6% | -67.9% | +147.5% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling