+3.9%
MRNA vs DOC
-21.4%
+25.3%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +4.9% |
| 7D | +14.6% | +6.5% | +8.2% | +10.9% |
| 30D | +29.4% | +9.2% | +20.2% | +22.4% |
| 3M | +371.9% | -2.5% | +374.4% | +377.1% |
| 6M | +421.0% | +7.1% | +413.9% | +397.7% |
| YTD | +762.0% | +33.0% | +729.0% | +623.7% |
| 1Y | +944.8% | +23.3% | +921.5% | +814.3% |
| 3Y | +252.7% | +44.9% | +207.8% | +179.9% |
| All | +3.9% | -21.4% | +25.3% | +16.6% |
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