+169.5%
COP vs MRNA
+516.4%
-346.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.1% |
| 7D | -0.5% | -10.1% | +9.6% | -0.5% |
| 30D | +11.7% | +126.7% | -115.0% | +11.1% |
| 3M | +17.7% | +184.1% | -166.4% | +16.8% |
| 6M | +18.3% | +143.3% | -125.0% | +17.5% |
| YTD | +49.1% | +359.9% | -310.8% | +47.0% |
| 1Y | +53.3% | +454.2% | -400.9% | +50.8% |
| 3Y | +22.2% | +26.0% | -3.8% | +20.1% |
| 5Y | +193.3% | -70.3% | +263.6% | +186.0% |
| All | +169.5% | +516.4% | -346.9% | +156.1% |
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