+218.1%
MRNA vs ALLE
+94.0%
+124.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.5% | -4.0% |
| 7D | -12.1% | +3.6% | -15.7% | -13.6% |
| 30D | -1.3% | +25.9% | -27.2% | -13.3% |
| 3M | +250.9% | +15.8% | +235.2% | +223.9% |
| 6M | +343.0% | +48.1% | +294.9% | +258.7% |
| YTD | +657.4% | +22.0% | +635.5% | +567.6% |
| 1Y | +794.9% | +18.0% | +776.9% | +706.1% |
| 3Y | +218.1% | +93.1% | +125.1% | +102.7% |
| All | +218.1% | +94.0% | +124.2% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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