+36.1%
MRNA vs DBX
+27.0%
+9.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +3.9% | +5.1% |
| 7D | -1.1% | +2.1% | -3.2% | -1.5% |
| 30D | +126.1% | +5.7% | +120.4% | +122.8% |
| 3M | +190.0% | +31.8% | +158.2% | +170.6% |
| 6M | +157.2% | +37.5% | +119.8% | +136.0% |
| YTD | +388.2% | +27.9% | +360.3% | +353.9% |
| 1Y | +467.0% | +15.0% | +452.0% | +439.3% |
| 3Y | +36.1% | +27.2% | +8.9% | +21.0% |
| All | +36.1% | +27.0% | +9.1% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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