+674.0%
MRNA vs DTE
+68.8%
+605.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +5.4% |
| 7D | -1.1% | -2.6% | +1.5% | -1.0% |
| 30D | +126.1% | -4.4% | +130.5% | +126.2% |
| 3M | +190.0% | -8.3% | +198.4% | +190.7% |
| 6M | +157.2% | -8.1% | +165.3% | +157.7% |
| YTD | +388.2% | +4.4% | +383.8% | +385.9% |
| 1Y | +467.0% | +0.2% | +466.9% | +465.7% |
| 3Y | +36.1% | +42.6% | -6.5% | +34.2% |
| 5Y | -68.0% | +31.5% | -99.4% | -68.2% |
| All | +674.0% | +68.8% | +605.2% | +698.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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