+682.5%
MRNA vs MLM
+192.7%
+489.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.5% |
| 7D | +5.5% | -2.9% | +8.4% | +6.1% |
| 30D | +158.7% | -6.8% | +165.6% | +163.4% |
| 3M | +182.1% | -11.2% | +193.4% | +189.1% |
| 6M | +151.8% | -21.8% | +173.7% | +163.5% |
| YTD | +393.6% | -17.0% | +410.5% | +411.6% |
| 1Y | +499.5% | -16.4% | +515.8% | +520.7% |
| 3Y | +29.3% | +14.5% | +14.8% | +29.2% |
| 5Y | -65.1% | +41.7% | -106.8% | -66.0% |
| All | +682.5% | +192.7% | +489.9% | +706.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling