-65.7%
MRNA vs CPAY
+55.3%
-121.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.4% | +5.4% |
| 7D | -1.1% | -2.0% | +0.9% | -0.1% |
| 30D | +126.1% | -0.4% | +126.5% | +126.0% |
| 3M | +190.0% | +16.4% | +173.7% | +168.2% |
| 6M | +157.2% | +23.5% | +133.7% | +130.9% |
| YTD | +388.2% | +35.7% | +352.5% | +314.1% |
| 1Y | +467.0% | +30.2% | +436.9% | +390.0% |
| 3Y | +36.1% | +49.7% | -13.6% | +9.2% |
| All | -65.7% | +55.3% | -121.0% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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