-5.0%
MRNA vs BURL
-10.8%
+5.8%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.1% | -2.3% |
| 7D | -12.1% | -1.6% | -10.5% | -11.6% |
| 30D | -1.3% | -7.7% | +6.5% | +1.4% |
| 3M | +250.9% | -31.7% | +282.6% | +294.8% |
| 6M | +343.0% | -15.2% | +358.2% | +359.7% |
| YTD | +657.4% | -15.9% | +673.4% | +686.6% |
| 1Y | +794.9% | -14.2% | +809.1% | +818.2% |
| 3Y | +218.1% | +93.5% | +124.6% | +143.8% |
| All | -5.0% | -10.8% | +5.8% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 5y: compounded portfolio wealth divided by compounded BURL 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…
5y analysis · Full analysis span regression · 6 months rolling