+654.5%
MRNA vs APD
+122.2%
+532.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.3% |
| 7D | -9.0% | -2.5% | -6.5% | -8.4% |
| 30D | +137.2% | -1.9% | +139.1% | +138.3% |
| 3M | +194.8% | +8.2% | +186.6% | +187.8% |
| 6M | +167.2% | +10.7% | +156.4% | +158.4% |
| YTD | +375.9% | +22.9% | +352.9% | +345.7% |
| 1Y | +465.2% | +5.8% | +459.4% | +451.2% |
| 3Y | +30.4% | +7.8% | +22.6% | +25.0% |
| 5Y | -66.8% | +26.1% | -92.9% | -69.7% |
| All | +654.5% | +122.2% | +532.3% | +340.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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