+674.0%
MRNA vs CFG
+190.8%
+483.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +5.3% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | +126.1% | -4.6% | +130.8% | +126.7% |
| 3M | +190.0% | +6.7% | +183.4% | +186.3% |
| 6M | +157.2% | +22.1% | +135.1% | +149.6% |
| YTD | +388.2% | +23.2% | +365.0% | +373.5% |
| 1Y | +467.0% | +40.3% | +426.8% | +441.8% |
| 3Y | +36.1% | +187.9% | -151.8% | +23.6% |
| 5Y | -68.0% | +102.0% | -169.9% | -70.8% |
| All | +674.0% | +190.8% | +483.2% | +694.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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