-70.3%
MRNA vs CP
+30.0%
-100.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.7% |
| 7D | -10.1% | +0.6% | -10.7% | -10.4% |
| 30D | +126.7% | -0.5% | +127.2% | +127.7% |
| 3M | +184.1% | +0.1% | +184.0% | +182.8% |
| 6M | +143.3% | +7.8% | +135.5% | +130.8% |
| YTD | +359.9% | +22.9% | +337.0% | +302.7% |
| 1Y | +454.2% | +21.3% | +432.9% | +389.4% |
| 3Y | +26.0% | +20.4% | +5.6% | +13.1% |
| 5Y | -70.3% | +34.9% | -105.2% | -72.9% |
| All | -70.3% | +30.0% | -100.2% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling