+36.1%
MRNA vs DT
+7.2%
+28.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.6% |
| 7D | -1.1% | -1.6% | +0.5% | -0.5% |
| 30D | +126.1% | +3.0% | +123.1% | +123.2% |
| 3M | +190.0% | +26.5% | +163.5% | +167.8% |
| 6M | +157.2% | +35.9% | +121.3% | +129.4% |
| YTD | +388.2% | +17.8% | +370.4% | +356.1% |
| 1Y | +467.0% | +4.1% | +463.0% | +456.1% |
| 3Y | +36.1% | +5.3% | +30.8% | +27.7% |
| All | +36.1% | +7.2% | +28.8% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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