-65.7%
MRNA vs CNH
+8.8%
-74.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.1% |
| 7D | -1.1% | -5.7% | +4.6% | +1.6% |
| 30D | +126.1% | +26.6% | +99.6% | +99.5% |
| 3M | +190.0% | +31.1% | +158.9% | +148.9% |
| 6M | +157.2% | +24.9% | +132.4% | +123.8% |
| YTD | +388.2% | +48.7% | +339.5% | +290.8% |
| 1Y | +467.0% | +22.2% | +444.8% | +394.5% |
| 3Y | +36.1% | +7.4% | +28.6% | +23.3% |
| All | -65.7% | +8.8% | -74.5% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling