+942.4%
MRNA vs DT
+98.4%
+843.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.5% |
| 7D | -10.1% | -0.5% | -9.5% | -10.0% |
| 30D | +126.7% | +0.1% | +126.7% | +126.3% |
| 3M | +184.1% | +24.1% | +160.0% | +166.2% |
| 6M | +143.3% | +30.1% | +113.2% | +122.3% |
| YTD | +359.9% | +16.8% | +343.1% | +331.0% |
| 1Y | +454.2% | -0.1% | +454.3% | +443.7% |
| 3Y | +26.0% | +6.8% | +19.1% | +19.7% |
| 5Y | -70.3% | -28.4% | -41.9% | -70.9% |
| All | +942.4% | +98.4% | +843.9% | +914.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling