+28.2%
MRNA vs CP
+19.7%
+8.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.5% |
| 7D | -10.1% | +0.6% | -10.7% | -10.5% |
| 30D | +126.7% | -0.5% | +127.2% | +128.1% |
| 3M | +184.1% | +0.1% | +184.0% | +182.3% |
| 6M | +143.3% | +7.8% | +135.5% | +126.1% |
| YTD | +359.9% | +22.9% | +337.0% | +280.5% |
| 1Y | +454.2% | +21.3% | +432.9% | +363.6% |
| All | +28.2% | +19.7% | +8.5% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling