+467.0%
MRNA vs DD
+34.9%
+432.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.6% | +5.5% |
| 7D | -1.1% | -3.5% | +2.4% | +0.9% |
| 30D | +126.1% | -11.7% | +137.8% | +141.6% |
| 3M | +190.0% | -9.2% | +199.3% | +205.1% |
| 6M | +157.2% | -7.2% | +164.4% | +167.4% |
| YTD | +388.2% | +6.6% | +381.6% | +375.0% |
| 1Y | +467.0% | +32.0% | +435.0% | +444.0% |
| All | +467.0% | +34.9% | +432.1% | +444.0% |
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