+181.6%
IBM vs MRNA
+537.9%
-356.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -1.1% |
| 7D | +0.3% | -9.0% | +9.3% | +0.5% |
| 30D | -1.5% | +137.2% | -138.6% | -5.4% |
| 3M | -16.8% | +194.8% | -211.6% | -20.8% |
| 6M | -9.0% | +167.2% | -176.2% | -13.2% |
| YTD | -20.1% | +375.9% | -395.9% | -25.4% |
| 1Y | -7.0% | +465.2% | -472.2% | -13.9% |
| 3Y | +72.4% | +30.4% | +42.0% | +64.2% |
| 5Y | +112.0% | -66.8% | +178.8% | +103.8% |
| All | +181.6% | +537.9% | -356.3% | +155.0% |
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