+29.1%
MRNA vs ADM
+21.5%
+7.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -8.2% | +3.0% | -11.2% | -8.5% |
| 30D | +125.6% | +8.7% | +116.9% | +123.2% |
| 3M | +197.1% | +7.6% | +189.5% | +193.8% |
| 6M | +148.5% | +26.9% | +121.6% | +135.0% |
| YTD | +363.3% | +54.3% | +309.0% | +315.6% |
| 1Y | +462.0% | +45.7% | +416.3% | +410.2% |
| All | +29.1% | +21.5% | +7.7% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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