+36.1%
MRNA vs MTUM
+114.7%
-78.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +4.8% |
| 7D | -1.1% | +0.7% | -1.8% | -1.4% |
| 30D | +126.1% | -2.4% | +128.6% | +127.9% |
| 3M | +190.0% | -3.6% | +193.7% | +187.8% |
| 6M | +157.2% | +23.7% | +133.6% | +107.9% |
| YTD | +388.2% | +22.9% | +365.3% | +297.4% |
| 1Y | +467.0% | +21.8% | +445.3% | +365.0% |
| 3Y | +36.1% | +114.4% | -78.4% | -22.3% |
| All | +36.1% | +114.7% | -78.6% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 3y: compounded portfolio wealth divided by compounded MTUM 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…
3y analysis · Full analysis span regression · 6 months rolling