+654.5%
MRNA vs CNH
+83.7%
+570.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.6% | +2.0% | -2.2% |
| 7D | -9.0% | +8.8% | -17.8% | -11.2% |
| 30D | +137.2% | +24.7% | +112.5% | +122.7% |
| 3M | +194.8% | +27.3% | +167.5% | +174.2% |
| 6M | +167.2% | +23.2% | +144.0% | +149.6% |
| YTD | +375.9% | +48.9% | +326.9% | +325.8% |
| 1Y | +465.2% | +19.4% | +445.8% | +429.9% |
| 3Y | +30.4% | +7.8% | +22.6% | +23.5% |
| 5Y | -66.8% | +8.7% | -75.5% | -68.6% |
| All | +654.5% | +83.7% | +570.8% | +618.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling