+674.0%
MRNA vs CHD
+54.9%
+619.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.3% |
| 7D | -1.1% | -4.5% | +3.4% | -0.2% |
| 30D | +126.1% | -6.7% | +132.8% | +129.3% |
| 3M | +190.0% | -2.7% | +192.8% | +191.3% |
| 6M | +157.2% | -4.9% | +162.2% | +159.0% |
| YTD | +388.2% | +13.3% | +374.9% | +372.5% |
| 1Y | +467.0% | +1.0% | +466.0% | +462.5% |
| 3Y | +36.1% | +1.3% | +34.7% | +32.5% |
| 5Y | -68.0% | +20.8% | -88.8% | -71.4% |
| All | +674.0% | +54.9% | +619.1% | +506.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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