+688.7%
MRNA vs CHTR
-55.7%
+744.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +2.4% |
| 7D | +0.8% | -5.7% | +6.5% | +2.5% |
| 30D | +131.7% | -7.1% | +138.7% | +137.0% |
| 3M | +193.9% | -1.7% | +195.6% | +194.0% |
| 6M | +179.1% | -34.3% | +213.4% | +204.9% |
| YTD | +397.4% | -31.3% | +428.8% | +433.1% |
| 1Y | +523.9% | -45.6% | +569.5% | +613.3% |
| 3Y | +30.0% | -68.1% | +98.1% | +68.7% |
| 5Y | -65.7% | -81.2% | +15.5% | -50.8% |
| All | +688.7% | -55.7% | +744.4% | +683.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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