+674.0%
MRNA vs FDX
+106.3%
+567.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -1.1% | -3.3% | +2.2% | -0.3% |
| 30D | +126.1% | -4.5% | +130.6% | +128.4% |
| 3M | +190.0% | -7.3% | +197.4% | +193.9% |
| 6M | +157.2% | +7.5% | +149.7% | +151.1% |
| YTD | +388.2% | +35.1% | +353.1% | +352.9% |
| 1Y | +467.0% | +71.4% | +395.6% | +399.2% |
| 3Y | +36.1% | +60.8% | -24.7% | +20.1% |
| 5Y | -68.0% | +65.5% | -133.4% | -72.8% |
| All | +674.0% | +106.3% | +567.7% | +658.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling