+674.0%
MRNA vs CNH
+83.4%
+590.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | -1.1% | -5.7% | +4.6% | +0.4% |
| 30D | +126.1% | +26.6% | +99.6% | +111.6% |
| 3M | +190.0% | +31.1% | +158.9% | +167.7% |
| 6M | +157.2% | +24.9% | +132.4% | +139.4% |
| YTD | +388.2% | +48.7% | +339.5% | +336.9% |
| 1Y | +467.0% | +22.2% | +444.8% | +428.8% |
| 3Y | +36.1% | +7.4% | +28.6% | +29.0% |
| 5Y | -68.0% | +10.8% | -78.8% | -69.6% |
| All | +674.0% | +83.4% | +590.6% | +637.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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