+195.2%
IBM vs MRNA
+554.4%
-359.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.4% | -1.4% | +3.8% |
| 7D | +3.6% | -1.1% | +4.7% | +3.6% |
| 30D | +3.1% | +126.1% | -123.0% | -0.8% |
| 3M | -10.8% | +190.0% | -200.9% | -15.1% |
| 6M | -0.8% | +157.2% | -158.0% | -5.3% |
| YTD | -16.2% | +388.2% | -404.4% | -21.9% |
| 1Y | -2.9% | +467.0% | -469.9% | -10.1% |
| 3Y | +79.8% | +36.1% | +43.8% | +71.1% |
| 5Y | +124.9% | -68.0% | +192.8% | +116.2% |
| All | +195.2% | +554.4% | -359.2% | +167.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling