+98.2%
CME vs MRNA
+537.9%
-439.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -1.1% |
| 7D | -2.9% | -9.0% | +6.2% | -2.9% |
| 30D | +5.5% | +137.2% | -131.6% | +6.0% |
| 3M | +11.0% | +194.8% | -183.8% | +11.3% |
| 6M | -9.7% | +167.2% | -176.9% | -9.4% |
| YTD | +4.9% | +375.9% | -371.0% | +4.6% |
| 1Y | +10.1% | +465.2% | -455.1% | +9.7% |
| 3Y | +53.5% | +30.4% | +23.1% | +55.2% |
| 5Y | +77.2% | -66.8% | +144.0% | +80.1% |
| All | +98.2% | +537.9% | -439.6% | +99.2% |
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