+674.0%
MRNA vs DLTR
+38.8%
+635.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.4% |
| 7D | -1.1% | -10.1% | +9.0% | +0.5% |
| 30D | +126.1% | -8.1% | +134.2% | +129.6% |
| 3M | +190.0% | +2.9% | +187.2% | +189.8% |
| 6M | +157.2% | +4.3% | +152.9% | +155.7% |
| YTD | +388.2% | -3.9% | +392.1% | +389.8% |
| 1Y | +467.0% | +18.9% | +448.1% | +453.4% |
| 3Y | +36.1% | +1.9% | +34.2% | +31.6% |
| 5Y | -68.0% | +31.0% | -99.0% | -66.6% |
| All | +674.0% | +38.8% | +635.3% | +721.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling