+216.7%
CTVA vs MRNA
+567.8%
-351.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -0.8% |
| 7D | -4.5% | -1.1% | -3.4% | -4.5% |
| 30D | +11.3% | +126.1% | -114.8% | +8.7% |
| 3M | +12.3% | +190.0% | -177.7% | +8.9% |
| 6M | +7.2% | +157.2% | -150.1% | +4.1% |
| YTD | +26.0% | +388.2% | -362.2% | +20.7% |
| 1Y | +16.0% | +467.0% | -451.0% | +10.7% |
| 3Y | +73.9% | +36.1% | +37.8% | +68.7% |
| 5Y | +103.8% | -68.0% | +171.8% | +93.7% |
| All | +216.7% | +567.8% | -351.1% | +276.1% |
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