+13.6%
MRNA vs DOC
-19.7%
+33.2%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.8% | +4.0% | +4.8% |
| 7D | +21.8% | +5.9% | +16.0% | +18.2% |
| 30D | +19.6% | +10.3% | +9.3% | +12.4% |
| 3M | +354.6% | -2.2% | +356.8% | +358.4% |
| 6M | +394.9% | +8.2% | +386.7% | +370.2% |
| YTD | +812.2% | +35.4% | +776.8% | +658.5% |
| 1Y | +996.2% | +23.6% | +972.5% | +858.2% |
| 3Y | +287.0% | +57.3% | +229.7% | +195.0% |
| 5Y | +13.6% | -19.6% | +33.2% | +26.5% |
| All | +13.6% | -19.7% | +33.2% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling