+654.5%
MRNA vs CPB
-24.1%
+678.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -4.1% |
| 7D | -9.0% | -8.2% | -0.8% | -6.9% |
| 30D | +137.2% | -5.6% | +142.8% | +141.9% |
| 3M | +194.8% | +3.0% | +191.8% | +196.2% |
| 6M | +167.2% | -12.7% | +179.9% | +175.4% |
| YTD | +375.9% | -18.0% | +393.8% | +393.6% |
| 1Y | +465.2% | -31.7% | +496.9% | +509.5% |
| 3Y | +30.4% | -41.0% | +71.3% | +42.6% |
| 5Y | -66.8% | -38.4% | -28.4% | -64.3% |
| All | +654.5% | -24.1% | +678.5% | +769.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling