+80.4%
DUK vs MRNA
+554.4%
-474.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.3% | 0.0% |
| 7D | -0.7% | -1.1% | +0.4% | -0.7% |
| 30D | -2.4% | +126.1% | -128.6% | -3.2% |
| 3M | -3.0% | +190.0% | -193.0% | -4.1% |
| 6M | -6.6% | +157.2% | -163.8% | -7.5% |
| YTD | +4.6% | +388.2% | -383.6% | +2.5% |
| 1Y | +1.2% | +467.0% | -465.8% | -1.0% |
| 3Y | +45.7% | +36.1% | +9.6% | +44.9% |
| 5Y | +40.3% | -68.0% | +108.3% | +41.5% |
| All | +80.4% | +554.4% | -474.0% | +72.5% |
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