+674.0%
MRNA vs CP
+140.1%
+533.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +4.9% | +5.3% |
| 7D | -1.1% | -2.6% | +1.5% | -0.3% |
| 30D | +126.1% | -3.7% | +129.9% | +128.7% |
| 3M | +190.0% | +0.1% | +189.9% | +189.5% |
| 6M | +157.2% | +7.8% | +149.4% | +151.0% |
| YTD | +388.2% | +21.7% | +366.5% | +360.1% |
| 1Y | +467.0% | +18.6% | +448.4% | +438.4% |
| 3Y | +36.1% | +17.5% | +18.5% | +30.4% |
| 5Y | -68.0% | +35.4% | -103.3% | -69.3% |
| All | +674.0% | +140.1% | +533.9% | +551.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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