+674.0%
MRNA vs CRL
+114.0%
+560.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +4.5% |
| 7D | -1.1% | -3.5% | +2.5% | +0.5% |
| 30D | +126.1% | -2.1% | +128.3% | +130.1% |
| 3M | +190.0% | +48.0% | +142.1% | +149.2% |
| 6M | +157.2% | +64.7% | +92.5% | +110.0% |
| YTD | +388.2% | +39.5% | +348.7% | +325.2% |
| 1Y | +467.0% | +74.2% | +392.8% | +354.1% |
| 3Y | +36.1% | +39.4% | -3.3% | +13.9% |
| 5Y | -68.0% | -36.9% | -31.1% | -68.0% |
| All | +674.0% | +114.0% | +560.0% | +570.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling