+629.1%
MRNA vs MTB
+88.0%
+541.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -10.1% | +1.1% | -11.1% | -10.2% |
| 30D | +126.7% | -4.6% | +131.4% | +127.5% |
| 3M | +184.1% | +6.3% | +177.9% | +180.6% |
| 6M | +143.3% | +15.6% | +127.7% | +137.4% |
| YTD | +359.9% | +20.6% | +339.3% | +346.0% |
| 1Y | +454.2% | +22.5% | +431.7% | +436.2% |
| 3Y | +26.0% | +114.4% | -88.4% | +16.1% |
| 5Y | -70.3% | +101.9% | -172.1% | -71.8% |
| All | +629.1% | +88.0% | +541.1% | +583.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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