+70.5%
MDLZ vs MRNA
+537.9%
-467.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.6% |
| 7D | 0.0% | -9.0% | +9.1% | +0.2% |
| 30D | -1.6% | +137.2% | -138.7% | -4.7% |
| 3M | +0.9% | +194.8% | -193.9% | -3.0% |
| 6M | +7.3% | +167.2% | -159.9% | +3.3% |
| YTD | +16.4% | +375.9% | -359.4% | +10.0% |
| 1Y | +3.0% | +465.2% | -462.2% | -3.4% |
| 3Y | -3.7% | +30.4% | -34.1% | -7.0% |
| 5Y | +15.6% | -66.8% | +82.4% | +13.5% |
| All | +70.5% | +537.9% | -467.3% | +49.0% |
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