+682.5%
MRNA vs CF
+286.4%
+396.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.3% |
| 7D | +5.5% | +6.0% | -0.5% | +5.7% |
| 30D | +158.7% | +14.8% | +143.9% | +160.0% |
| 3M | +182.1% | +14.1% | +168.1% | +183.6% |
| 6M | +151.8% | +28.5% | +123.3% | +152.5% |
| YTD | +393.6% | +74.9% | +318.6% | +392.9% |
| 1Y | +499.5% | +61.7% | +437.8% | +498.8% |
| 3Y | +29.3% | +80.3% | -51.0% | +28.6% |
| 5Y | -65.1% | +226.0% | -291.0% | -64.7% |
| All | +682.5% | +286.4% | +396.1% | +760.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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