+674.0%
MRNA vs MKC
-21.1%
+695.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +4.9% | +5.3% |
| 7D | -1.1% | -1.5% | +0.4% | -0.7% |
| 30D | +126.1% | -3.1% | +129.2% | +129.2% |
| 3M | +190.0% | +5.2% | +184.8% | +189.7% |
| 6M | +157.2% | -12.8% | +170.0% | +164.6% |
| YTD | +388.2% | -23.3% | +411.5% | +411.5% |
| 1Y | +467.0% | -24.1% | +491.1% | +494.9% |
| 3Y | +36.1% | -32.1% | +68.2% | +44.7% |
| 5Y | -68.0% | -32.8% | -35.2% | -66.4% |
| All | +674.0% | -21.1% | +695.1% | +708.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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