-66.8%
MRNA vs MLM
+43.0%
-109.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.0% | -3.2% |
| 7D | -9.0% | +1.4% | -10.4% | -9.9% |
| 30D | +137.2% | -6.5% | +143.7% | +149.1% |
| 3M | +194.8% | -7.4% | +202.2% | +208.9% |
| 6M | +167.2% | -15.8% | +183.0% | +193.9% |
| YTD | +375.9% | -17.4% | +393.3% | +428.3% |
| 1Y | +465.2% | -17.9% | +483.1% | +528.6% |
| 3Y | +30.4% | +18.9% | +11.5% | +16.6% |
| 5Y | -66.8% | +43.4% | -110.3% | -74.4% |
| All | -66.8% | +43.0% | -109.8% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 5y: compounded portfolio wealth divided by compounded MLM 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…
5y analysis · Full analysis span regression · 6 months rolling