+674.0%
MRNA vs CHRW
+104.0%
+570.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.1% | +5.3% |
| 7D | -1.1% | +3.5% | -4.6% | -2.1% |
| 30D | +126.1% | +4.6% | +121.5% | +122.5% |
| 3M | +190.0% | -19.7% | +209.7% | +206.1% |
| 6M | +157.2% | -12.4% | +169.6% | +162.0% |
| YTD | +388.2% | -3.9% | +392.1% | +376.5% |
| 1Y | +467.0% | +18.4% | +448.6% | +413.5% |
| 3Y | +36.1% | +88.8% | -52.8% | +0.6% |
| 5Y | -68.0% | +93.5% | -161.5% | -77.4% |
| All | +674.0% | +104.0% | +570.0% | +400.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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