+22.6%
MCD vs MRNA
+2.4%
+20.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.5% | -0.3% |
| 7D | -1.6% | -4.2% | +2.6% | -1.5% |
| 30D | +16.0% | +7.0% | +9.1% | +15.9% |
| 3M | 0.0% | +263.4% | -263.4% | -2.4% |
| 6M | +0.9% | +334.3% | -333.3% | -2.0% |
| YTD | -8.7% | +684.5% | -693.2% | -13.2% |
| 1Y | -8.6% | +766.2% | -774.7% | -13.3% |
| 3Y | +9.9% | +230.3% | -220.4% | +5.4% |
| 5Y | +22.6% | +0.1% | +22.6% | +18.8% |
| All | +22.6% | +2.4% | +20.2% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling