+89.8%
HPQ vs MRNA
+521.0%
-431.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | +3.5% | -8.2% | +11.7% | +3.9% |
| 30D | +13.7% | +125.6% | -111.9% | +6.4% |
| 3M | +33.9% | +197.1% | -163.2% | +22.1% |
| 6M | +80.9% | +148.5% | -67.6% | +66.8% |
| YTD | +52.6% | +363.3% | -310.7% | +33.4% |
| 1Y | +21.2% | +462.0% | -440.7% | +4.0% |
| 3Y | +26.9% | +26.9% | 0.0% | +17.3% |
| 5Y | +41.1% | -69.6% | +110.7% | +32.7% |
| All | +89.8% | +521.0% | -431.2% | +65.0% |
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