+634.5%
MRNA vs MKC
-21.4%
+656.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.9% |
| 7D | -8.2% | -2.8% | -5.4% | -7.6% |
| 30D | +125.6% | -3.4% | +128.9% | +128.8% |
| 3M | +197.1% | +3.8% | +193.3% | +197.4% |
| 6M | +148.5% | -17.9% | +166.4% | +158.3% |
| YTD | +363.3% | -23.6% | +386.9% | +385.8% |
| 1Y | +462.0% | -23.1% | +485.1% | +488.0% |
| 3Y | +26.9% | -31.5% | +58.4% | +34.7% |
| 5Y | -69.6% | -33.1% | -36.5% | -68.1% |
| All | +634.5% | -21.4% | +656.0% | +668.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling