+29.1%
MRNA vs CRL
+36.0%
-6.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.7% | +1.8% |
| 7D | -8.2% | -6.9% | -1.3% | -4.4% |
| 30D | +125.6% | -3.2% | +128.7% | +132.0% |
| 3M | +197.1% | +46.5% | +150.5% | +149.3% |
| 6M | +148.5% | +63.1% | +85.4% | +95.6% |
| YTD | +363.3% | +36.9% | +326.4% | +296.7% |
| 1Y | +462.0% | +78.1% | +383.9% | +325.8% |
| All | +29.1% | +36.0% | -6.9% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling