+23.3%
MDT vs MRNA
+34.8%
-11.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -0.8% |
| 7D | -3.4% | -1.1% | -2.3% | -3.4% |
| 30D | +0.2% | +126.1% | -125.9% | -3.5% |
| 3M | +14.3% | +190.0% | -175.8% | +8.3% |
| 6M | +4.0% | +157.2% | -153.2% | -1.0% |
| YTD | -3.7% | +388.2% | -391.9% | -11.7% |
| 1Y | -0.4% | +467.0% | -467.4% | -9.7% |
| 3Y | +23.3% | +36.1% | -12.8% | +14.1% |
| All | +23.3% | +34.8% | -11.5% | +14.1% |
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 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