+218.1%
MRNA vs ACM
-9.1%
+227.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.8% |
| 7D | -12.1% | +5.6% | -17.8% | -15.3% |
| 30D | -1.3% | +20.8% | -22.1% | -12.8% |
| 3M | +250.9% | +11.4% | +239.5% | +225.2% |
| 6M | +343.0% | +0.9% | +342.1% | +320.8% |
| YTD | +657.4% | -24.8% | +682.3% | +705.4% |
| 1Y | +794.9% | -46.4% | +841.3% | +1,048.3% |
| 3Y | +218.1% | -9.2% | +227.4% | +190.8% |
| All | +218.1% | -9.1% | +227.3% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling