+674.0%
MRNA vs MTCH
+8.4%
+665.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +5.0% |
| 7D | -1.1% | +1.3% | -2.4% | -1.4% |
| 30D | +126.1% | +15.9% | +110.2% | +117.9% |
| 3M | +190.0% | +23.3% | +166.8% | +175.2% |
| 6M | +157.2% | +40.1% | +117.1% | +136.1% |
| YTD | +388.2% | +33.6% | +354.6% | +352.5% |
| 1Y | +467.0% | +14.1% | +453.0% | +445.4% |
| 3Y | +36.1% | +1.4% | +34.7% | +31.2% |
| 5Y | -68.0% | -73.1% | +5.2% | -63.0% |
| All | +674.0% | +8.4% | +665.6% | +553.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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