+423.2%
MRNA vs ALC
+21.6%
+401.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.5% |
| 7D | -9.0% | -3.7% | -5.4% | -7.1% |
| 30D | +137.2% | -3.7% | +140.9% | +143.8% |
| 3M | +194.8% | +4.6% | +190.3% | +188.6% |
| 6M | +167.2% | -14.6% | +181.8% | +189.6% |
| YTD | +375.9% | -11.9% | +387.7% | +408.8% |
| 1Y | +465.2% | -13.1% | +478.3% | +511.3% |
| 3Y | +30.4% | -15.0% | +45.4% | +43.3% |
| 5Y | -66.8% | -16.2% | -50.6% | -64.0% |
| All | +423.2% | +21.6% | +401.6% | +419.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling