-69.6%
MRNA vs CPB
-40.6%
-29.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +2.1% |
| 7D | -8.2% | -5.4% | -2.9% | -6.7% |
| 30D | +125.6% | -7.8% | +133.4% | +132.8% |
| 3M | +197.1% | -6.9% | +204.0% | +206.1% |
| 6M | +148.5% | -12.2% | +160.7% | +157.9% |
| YTD | +363.3% | -21.1% | +384.3% | +385.9% |
| 1Y | +462.0% | -33.5% | +495.5% | +509.9% |
| 3Y | +26.9% | -43.2% | +70.1% | +38.5% |
| 5Y | -69.6% | -40.9% | -28.7% | -66.7% |
| All | -69.6% | -40.6% | -29.0% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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