+445.3%
MP vs MRNA
+120.8%
+324.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.6% |
| 7D | -2.9% | +5.5% | -8.3% | -3.4% |
| 30D | +13.8% | +158.7% | -144.9% | -6.6% |
| 3M | -16.7% | +182.1% | -198.8% | -33.3% |
| 6M | -11.5% | +151.8% | -163.3% | -27.9% |
| YTD | +7.9% | +393.6% | -385.6% | -24.1% |
| 1Y | -15.0% | +499.5% | -514.5% | -43.2% |
| 3Y | +153.5% | +29.3% | +124.2% | +118.0% |
| 5Y | +58.7% | -65.1% | +123.7% | +51.3% |
| All | +445.3% | +120.8% | +324.5% | +330.3% |
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