+634.5%
MRNA vs CAH
+437.4%
+197.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | -8.2% | -5.1% | -3.2% | -7.2% |
| 30D | +125.6% | -1.8% | +127.3% | +126.8% |
| 3M | +197.1% | +9.4% | +187.7% | +191.8% |
| 6M | +148.5% | +9.2% | +139.2% | +143.7% |
| YTD | +363.3% | +15.7% | +347.6% | +347.3% |
| 1Y | +462.0% | +59.7% | +402.3% | +406.0% |
| 3Y | +26.9% | +178.5% | -151.5% | +0.5% |
| 5Y | -69.6% | +398.3% | -467.9% | -79.0% |
| All | +634.5% | +437.4% | +197.2% | +379.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling