+36.1%
MRNA vs CAH
+176.8%
-140.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.5% |
| 7D | -1.1% | -5.1% | +4.0% | +0.1% |
| 30D | +126.1% | +0.2% | +125.9% | +126.6% |
| 3M | +190.0% | +6.3% | +183.7% | +186.8% |
| 6M | +157.2% | +9.4% | +147.8% | +153.2% |
| YTD | +388.2% | +15.0% | +373.2% | +372.6% |
| 1Y | +467.0% | +55.4% | +411.6% | +412.8% |
| 3Y | +36.1% | +173.8% | -137.7% | +8.0% |
| All | +36.1% | +176.8% | -140.7% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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