-69.6%
MRNA vs CDW
-23.8%
-45.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -8.2% | -7.4% | -0.9% | -4.6% |
| 30D | +125.6% | +5.8% | +119.7% | +121.0% |
| 3M | +197.1% | +10.8% | +186.3% | +180.1% |
| 6M | +148.5% | +21.5% | +127.0% | +114.1% |
| YTD | +363.3% | +6.4% | +356.9% | +327.7% |
| 1Y | +462.0% | -14.8% | +476.8% | +493.2% |
| 3Y | +26.9% | -29.9% | +56.8% | +47.7% |
| 5Y | -69.6% | -22.9% | -46.7% | -69.7% |
| All | -69.6% | -23.8% | -45.8% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling