-8.3%
MRNA vs ABCL
-82.1%
+73.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.1% | +1.3% | +3.9% |
| 7D | -1.1% | -4.7% | +3.6% | +0.6% |
| 30D | +126.1% | +5.2% | +121.0% | +127.0% |
| 3M | +190.0% | +106.6% | +83.4% | +129.4% |
| 6M | +157.2% | +198.4% | -41.1% | +78.0% |
| YTD | +388.2% | +218.4% | +169.8% | +225.9% |
| 1Y | +467.0% | +136.2% | +330.8% | +310.2% |
| 3Y | +36.1% | +103.2% | -67.1% | -5.7% |
| 5Y | -68.0% | -42.7% | -25.3% | -70.6% |
| All | -8.3% | -82.1% | +73.9% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling