+629.1%
MRNA vs DD
+48.2%
+580.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.6% |
| 7D | -10.1% | -3.8% | -6.3% | -9.0% |
| 30D | +126.7% | -9.2% | +136.0% | +133.4% |
| 3M | +184.1% | -9.0% | +193.1% | +192.2% |
| 6M | +143.3% | -5.0% | +148.2% | +146.8% |
| YTD | +359.9% | +7.4% | +352.5% | +351.5% |
| 1Y | +454.2% | +35.1% | +419.1% | +411.9% |
| 3Y | +26.0% | +43.2% | -17.2% | +14.3% |
| 5Y | -70.3% | +59.6% | -129.9% | -73.6% |
| All | +629.1% | +48.2% | +580.9% | +528.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling