+629.1%
MRNA vs BBWI
-19.2%
+648.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.3% | +2.9% | -2.6% |
| 7D | -10.1% | -4.4% | -5.7% | -9.6% |
| 30D | +126.7% | -7.4% | +134.1% | +127.4% |
| 3M | +184.1% | -2.2% | +186.3% | +182.7% |
| 6M | +143.3% | -16.3% | +159.6% | +146.2% |
| YTD | +359.9% | -9.1% | +369.0% | +359.8% |
| 1Y | +454.2% | -34.5% | +488.7% | +474.0% |
| 3Y | +26.0% | -47.0% | +72.9% | +33.1% |
| 5Y | -70.3% | -68.8% | -1.4% | -68.7% |
| All | +629.1% | -19.2% | +648.3% | +916.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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