+32.1%
MMM vs MRNA
+537.9%
-505.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.5% |
| 7D | -1.6% | -9.0% | +7.4% | -1.4% |
| 30D | -8.0% | +137.2% | -145.2% | -12.0% |
| 3M | +9.4% | +194.8% | -185.4% | +3.2% |
| 6M | +10.2% | +167.2% | -157.0% | +4.3% |
| YTD | +6.1% | +375.9% | -369.7% | -2.6% |
| 1Y | +10.8% | +465.2% | -454.4% | +0.5% |
| 3Y | +104.8% | +30.4% | +74.4% | +93.3% |
| 5Y | +27.0% | -66.8% | +93.9% | +21.3% |
| All | +32.1% | +537.9% | -505.7% | +12.2% |
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