+17.3%
MDLZ vs MRNA
-67.9%
+85.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.1% |
| 7D | +1.9% | -1.1% | +3.0% | +1.9% |
| 30D | +0.4% | +126.1% | -125.7% | -2.7% |
| 3M | -0.6% | +190.0% | -190.7% | -4.6% |
| 6M | +14.7% | +157.2% | -142.5% | +10.4% |
| YTD | +18.0% | +388.2% | -370.2% | +10.3% |
| 1Y | +4.1% | +467.0% | -462.9% | -3.5% |
| 3Y | -4.6% | +36.1% | -40.7% | -7.9% |
| All | +17.3% | -67.9% | +85.2% | +13.1% |
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