-4.5%
MDLZ vs MRNA
+27.9%
-32.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | +0.1% |
| 7D | +1.7% | -8.2% | +9.9% | +1.8% |
| 30D | +1.1% | +125.6% | -124.4% | -1.4% |
| 3M | -1.8% | +197.1% | -198.9% | -5.2% |
| 6M | +12.3% | +148.5% | -136.2% | +9.0% |
| YTD | +18.0% | +363.3% | -345.2% | +11.4% |
| 1Y | +3.8% | +462.0% | -458.2% | -3.2% |
| All | -4.5% | +27.9% | -32.5% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling