+42.3%
MRNA vs ABCL
-81.2%
+123.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.0% |
| 7D | -12.1% | -3.3% | -8.8% | -10.9% |
| 30D | -1.3% | -7.1% | +5.8% | +1.4% |
| 3M | +250.9% | +4.7% | +246.2% | +251.5% |
| 6M | +343.0% | +140.9% | +202.1% | +228.2% |
| YTD | +657.4% | +236.0% | +421.5% | +395.1% |
| 1Y | +794.9% | +217.4% | +577.5% | +495.9% |
| 3Y | +218.1% | +188.7% | +29.5% | +97.7% |
| 5Y | -3.4% | -23.5% | +20.1% | -18.0% |
| All | +42.3% | -81.2% | +123.5% | +37.3% |
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