+499.5%
MRNA vs DD
+41.5%
+458.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | +5.5% | -3.5% | +9.0% | +7.5% |
| 30D | +158.7% | -10.3% | +169.0% | +174.1% |
| 3M | +182.1% | -7.5% | +189.7% | +193.7% |
| 6M | +151.8% | -8.0% | +159.8% | +162.2% |
| YTD | +393.6% | +10.5% | +383.1% | +368.3% |
| 1Y | +499.5% | +38.3% | +461.2% | +437.8% |
| All | +499.5% | +41.5% | +458.0% | +437.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling