+184.8%
COP vs MRNA
-67.9%
+252.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.2% | +0.2% |
| 7D | +2.3% | -1.1% | +3.4% | +2.3% |
| 30D | +8.6% | +126.1% | -117.5% | +7.5% |
| 3M | +19.9% | +190.0% | -170.2% | +18.0% |
| 6M | +19.0% | +157.2% | -138.2% | +17.5% |
| YTD | +50.0% | +388.2% | -338.2% | +45.2% |
| 1Y | +50.5% | +467.0% | -416.5% | +44.9% |
| 3Y | +25.2% | +36.1% | -10.9% | +21.4% |
| All | +184.8% | -67.9% | +252.6% | +165.3% |
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