+218.1%
MRNA vs ARMK
+96.6%
+121.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.6% | -3.5% |
| 7D | -12.1% | +2.7% | -14.8% | -12.7% |
| 30D | -1.3% | -1.5% | +0.2% | -0.7% |
| 3M | +250.9% | -11.6% | +262.5% | +261.2% |
| 6M | +343.0% | +6.7% | +336.3% | +328.4% |
| YTD | +657.4% | +47.4% | +610.0% | +553.0% |
| 1Y | +794.9% | +41.5% | +753.4% | +681.6% |
| 3Y | +218.1% | +95.5% | +122.6% | +166.1% |
| All | +218.1% | +96.6% | +121.5% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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