+19.4%
MCD vs MRNA
-68.5%
+87.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.9% |
| 7D | -2.9% | -10.1% | +7.2% | -2.8% |
| 30D | -6.7% | +126.7% | -133.5% | -8.3% |
| 3M | -9.6% | +184.1% | -193.7% | -11.6% |
| 6M | -22.3% | +143.3% | -165.6% | -23.9% |
| YTD | -15.4% | +359.9% | -375.3% | -18.6% |
| 1Y | -16.8% | +454.2% | -471.0% | -20.4% |
| 3Y | -2.4% | +26.0% | -28.4% | -4.0% |
| 5Y | +19.4% | -70.3% | +89.6% | +14.9% |
| All | +19.4% | -68.5% | +87.8% | +14.9% |
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