+88.5%
MDLZ vs MRNA
+915.3%
-826.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.5% |
| 7D | +2.3% | -12.1% | +14.4% | +2.5% |
| 30D | +7.9% | -1.3% | +9.2% | +7.9% |
| 3M | +7.3% | +250.9% | -243.7% | +3.0% |
| 6M | +11.7% | +343.0% | -331.3% | +6.4% |
| YTD | +28.7% | +657.4% | -628.7% | +20.4% |
| 1Y | +22.8% | +794.9% | -772.1% | +14.1% |
| 3Y | +6.6% | +218.1% | -211.6% | +0.9% |
| 5Y | +23.2% | -3.4% | +26.6% | +18.5% |
| All | +88.5% | +915.3% | -826.8% | +63.1% |
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 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