-58.8%
MRNA vs BTDR
+19.6%
-78.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.7% | +1.7% | +5.0% |
| 7D | -1.1% | -3.4% | +2.3% | -0.7% |
| 30D | +126.1% | +32.6% | +93.5% | +119.2% |
| 3M | +190.0% | -32.2% | +222.3% | +195.3% |
| 6M | +157.2% | +52.4% | +104.9% | +144.4% |
| YTD | +388.2% | +6.7% | +381.5% | +372.5% |
| 1Y | +467.0% | -15.2% | +482.3% | +451.1% |
| 3Y | +36.1% | +14.9% | +21.2% | +19.7% |
| 5Y | -68.0% | +20.8% | -88.8% | -72.8% |
| All | -58.8% | +19.6% | -78.4% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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