+654.5%
MRNA vs FDX
+107.7%
+546.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -3.0% |
| 7D | -9.0% | -3.3% | -5.7% | -8.4% |
| 30D | +137.2% | -1.4% | +138.6% | +137.8% |
| 3M | +194.8% | -4.5% | +199.3% | +196.8% |
| 6M | +167.2% | +9.4% | +157.8% | +159.8% |
| YTD | +375.9% | +36.0% | +339.8% | +340.8% |
| 1Y | +465.2% | +75.5% | +389.7% | +395.0% |
| 3Y | +30.4% | +62.8% | -32.4% | +14.8% |
| 5Y | -66.8% | +64.4% | -131.2% | -71.8% |
| All | +654.5% | +107.7% | +546.7% | +638.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling