+674.0%
MRNA vs CDW
+77.3%
+596.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.8% | -2.5% | +2.8% |
| 7D | -1.1% | +0.9% | -2.0% | -1.4% |
| 30D | +126.1% | +13.1% | +113.1% | +118.3% |
| 3M | +190.0% | +19.7% | +170.4% | +172.7% |
| 6M | +157.2% | +30.7% | +126.5% | +130.0% |
| YTD | +388.2% | +14.7% | +373.5% | +354.5% |
| 1Y | +467.0% | -5.3% | +472.3% | +463.6% |
| 3Y | +36.1% | -23.8% | +59.9% | +44.4% |
| 5Y | -68.0% | -16.8% | -51.2% | -67.5% |
| All | +674.0% | +77.3% | +596.8% | +635.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling