+28.2%
MRNA vs CNH
+9.4%
+18.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -4.5% |
| 7D | -10.1% | +1.8% | -11.9% | -11.1% |
| 30D | +126.7% | +32.6% | +94.1% | +92.9% |
| 3M | +184.1% | +29.4% | +154.7% | +141.5% |
| 6M | +143.3% | +26.0% | +117.3% | +107.6% |
| YTD | +359.9% | +52.2% | +307.6% | +254.3% |
| 1Y | +454.2% | +23.9% | +430.3% | +372.1% |
| All | +28.2% | +9.4% | +18.8% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling