+674.0%
MRNA vs LYB
+16.6%
+657.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.5% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | +126.1% | +2.5% | +123.7% | +125.2% |
| 3M | +190.0% | +1.4% | +188.6% | +188.6% |
| 6M | +157.2% | -3.5% | +160.7% | +155.4% |
| YTD | +388.2% | +52.0% | +336.2% | +354.4% |
| 1Y | +467.0% | +22.1% | +445.0% | +441.8% |
| 3Y | +36.1% | -22.8% | +58.8% | +33.8% |
| 5Y | -68.0% | -3.4% | -64.6% | -68.3% |
| All | +674.0% | +16.6% | +657.4% | +709.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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