+184.1%
MRNA vs DD
-10.1%
+194.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | +0.1% |
| 7D | -10.1% | -3.8% | -6.3% | -5.4% |
| 30D | +126.7% | -9.2% | +136.0% | +155.8% |
| 3M | +184.1% | -9.0% | +193.1% | +221.5% |
| All | +184.1% | -10.1% | +194.2% | +221.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling