+149.5%
MRK vs MRNA
+554.4%
-404.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -0.8% |
| 7D | -4.3% | -1.1% | -3.2% | -4.2% |
| 30D | +8.3% | +126.1% | -117.8% | -0.1% |
| 3M | +20.0% | +190.0% | -170.0% | +9.4% |
| 6M | +25.7% | +157.2% | -131.6% | +14.9% |
| YTD | +38.7% | +388.2% | -349.5% | +23.3% |
| 1Y | +74.7% | +467.0% | -392.4% | +54.0% |
| 3Y | +45.4% | +36.1% | +9.3% | +31.5% |
| 5Y | +129.0% | -68.0% | +197.0% | +110.4% |
| All | +149.5% | +554.4% | -404.9% | +100.6% |
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