+29.1%
MRNA vs ALC
-18.5%
+47.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.5% | +2.8% |
| 7D | -8.2% | -7.7% | -0.6% | -2.5% |
| 30D | +125.6% | -11.7% | +137.2% | +148.9% |
| 3M | +197.1% | +0.7% | +196.4% | +198.2% |
| 6M | +148.5% | -17.1% | +165.6% | +184.4% |
| YTD | +363.3% | -15.1% | +378.4% | +423.5% |
| 1Y | +462.0% | -14.1% | +476.1% | +531.7% |
| All | +29.1% | -18.5% | +47.6% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling