+16.1%
JPM vs MRNA
+945.0%
-929.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +13.1% | -8.9% | +4.2% |
| 7D | +3.8% | +20.6% | -16.9% | +3.8% |
| 30D | +6.5% | +27.1% | -20.7% | +6.5% |
| 3M | -1.0% | +353.4% | -354.4% | -1.2% |
| 6M | +15.5% | +446.3% | -430.7% | +13.5% |
| YTD | +11.4% | +776.2% | -764.8% | +6.0% |
| 1Y | +16.1% | +987.9% | -971.9% | +5.2% |
| All | +16.1% | +945.0% | -929.0% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling