+36.1%
MRNA vs DLTR
+1.4%
+34.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.5% |
| 7D | -1.1% | -10.1% | +9.0% | +2.3% |
| 30D | +126.1% | -8.1% | +134.2% | +133.3% |
| 3M | +190.0% | +2.9% | +187.2% | +189.5% |
| 6M | +157.2% | +4.3% | +152.9% | +154.3% |
| YTD | +388.2% | -3.9% | +392.1% | +392.3% |
| 1Y | +467.0% | +18.9% | +448.1% | +434.9% |
| 3Y | +36.1% | +1.9% | +34.2% | +32.0% |
| All | +36.1% | +1.4% | +34.7% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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