-65.7%
MRNA vs CLBK
+43.5%
-109.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | -1.1% | -1.5% | +0.4% | -0.8% |
| 30D | +126.1% | -1.0% | +127.1% | +125.9% |
| 3M | +190.0% | +22.9% | +167.1% | +175.1% |
| 6M | +157.2% | +44.2% | +113.0% | +134.7% |
| YTD | +388.2% | +64.0% | +324.2% | +331.0% |
| 1Y | +467.0% | +65.7% | +401.4% | +397.8% |
| 3Y | +36.1% | +54.1% | -18.0% | +20.5% |
| All | -65.7% | +43.5% | -109.2% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling