+674.0%
MRNA vs CHTR
-55.0%
+729.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.7% | +1.7% | +4.3% |
| 7D | -1.1% | -4.1% | +3.0% | +0.1% |
| 30D | +126.1% | -3.0% | +129.1% | +128.7% |
| 3M | +190.0% | +4.8% | +185.3% | +185.2% |
| 6M | +157.2% | -35.0% | +192.3% | +182.0% |
| YTD | +388.2% | -30.2% | +418.4% | +420.8% |
| 1Y | +467.0% | -44.8% | +511.8% | +545.6% |
| 3Y | +36.1% | -66.6% | +102.6% | +73.9% |
| 5Y | -68.0% | -81.5% | +13.5% | -54.1% |
| All | +674.0% | -55.0% | +729.0% | +665.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling