+68.9%
MP vs MRNA
-67.6%
+136.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +1.9% |
| 7D | +3.0% | -9.0% | +12.1% | +4.0% |
| 30D | +8.3% | +137.2% | -128.8% | -9.8% |
| 3M | -3.8% | +194.8% | -198.6% | -24.7% |
| 6M | -4.9% | +167.2% | -172.1% | -24.1% |
| YTD | +9.6% | +375.9% | -366.3% | -25.0% |
| 1Y | -11.7% | +465.2% | -476.9% | -42.8% |
| 3Y | +158.5% | +30.4% | +128.1% | +124.5% |
| 5Y | +68.9% | -66.8% | +135.7% | +53.5% |
| All | +68.9% | -67.6% | +136.6% | +53.5% |
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