+654.5%
MRNA vs CDW
+66.5%
+587.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.2% | +1.6% | -1.9% |
| 7D | -9.0% | -3.9% | -5.2% | -7.9% |
| 30D | +137.2% | +6.9% | +130.3% | +133.3% |
| 3M | +194.8% | +7.7% | +187.1% | +186.6% |
| 6M | +167.2% | +18.3% | +148.9% | +146.9% |
| YTD | +375.9% | +7.8% | +368.1% | +352.2% |
| 1Y | +465.2% | -12.2% | +477.3% | +475.4% |
| 3Y | +30.4% | -28.9% | +59.3% | +41.5% |
| 5Y | -66.8% | -22.8% | -44.0% | -65.6% |
| All | +654.5% | +66.5% | +587.9% | +632.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling