+629.1%
MRNA vs CHRW
+100.9%
+528.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -10.1% | +4.1% | -14.1% | -11.2% |
| 30D | +126.7% | +1.9% | +124.8% | +124.9% |
| 3M | +184.1% | -21.2% | +205.3% | +201.8% |
| 6M | +143.3% | -16.7% | +160.0% | +152.0% |
| YTD | +359.9% | -5.4% | +365.2% | +350.9% |
| 1Y | +454.2% | +21.2% | +433.0% | +397.8% |
| 3Y | +26.0% | +86.5% | -60.5% | -6.5% |
| 5Y | -70.3% | +93.0% | -163.3% | -79.0% |
| All | +629.1% | +100.9% | +528.2% | +373.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling