+436.8%
MRNA vs ALC
+16.1%
+420.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.8% |
| 7D | -1.1% | -6.3% | +5.3% | +2.6% |
| 30D | +126.1% | -10.3% | +136.4% | +141.9% |
| 3M | +190.0% | -0.7% | +190.7% | +192.1% |
| 6M | +157.2% | -17.8% | +175.1% | +184.8% |
| YTD | +388.2% | -15.8% | +404.0% | +435.4% |
| 1Y | +467.0% | -16.7% | +483.8% | +527.8% |
| 3Y | +36.1% | -19.7% | +55.8% | +54.3% |
| 5Y | -68.0% | -19.8% | -48.2% | -64.4% |
| All | +436.8% | +16.1% | +420.7% | +446.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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