+323.8%
JPM vs MRNA
+516.4%
-192.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.4% |
| 7D | -0.4% | -10.1% | +9.7% | -0.3% |
| 30D | -1.4% | +126.7% | -128.1% | -3.8% |
| 3M | +13.9% | +184.1% | -170.2% | +10.2% |
| 6M | +23.5% | +143.3% | -119.8% | +19.9% |
| YTD | +11.6% | +359.9% | -348.2% | +6.1% |
| 1Y | +21.4% | +454.2% | -432.8% | +14.4% |
| 3Y | +163.4% | +26.0% | +137.5% | +154.3% |
| 5Y | +152.5% | -70.3% | +222.8% | +139.7% |
| All | +323.8% | +516.4% | -192.6% | +317.0% |
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