-5.0%
MRNA vs CP
+25.5%
-30.5%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -3.2% |
| 7D | -12.1% | +2.1% | -14.3% | -13.2% |
| 30D | -1.3% | +9.3% | -10.6% | -6.5% |
| 3M | +250.9% | +0.5% | +250.5% | +249.2% |
| 6M | +343.0% | +10.4% | +332.6% | +314.3% |
| YTD | +657.4% | +28.7% | +628.7% | +541.1% |
| 1Y | +794.9% | +33.2% | +761.7% | +642.5% |
| 3Y | +218.1% | +38.4% | +179.7% | +167.1% |
| All | -5.0% | +25.5% | -30.5% | -23.7% |
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