+682.5%
MRNA vs CFG
+192.1%
+490.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | +5.5% | +1.5% | +3.9% | +5.3% |
| 30D | +158.7% | -3.8% | +162.6% | +159.2% |
| 3M | +182.1% | +11.5% | +170.6% | +176.9% |
| 6M | +151.8% | +19.2% | +132.6% | +145.1% |
| YTD | +393.6% | +23.7% | +369.9% | +378.5% |
| 1Y | +499.5% | +38.8% | +460.6% | +473.4% |
| 3Y | +29.3% | +178.9% | -149.6% | +17.5% |
| 5Y | -65.1% | +101.8% | -166.9% | -68.2% |
| All | +682.5% | +192.1% | +490.5% | +703.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling