+157.2%
MRNA vs MTUM
+23.8%
+133.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +5.7% |
| 7D | -1.1% | +0.7% | -1.8% | -0.9% |
| 30D | +126.1% | -2.4% | +128.6% | +127.1% |
| 3M | +190.0% | -3.6% | +193.7% | +176.3% |
| 6M | +157.2% | +23.7% | +133.6% | +91.2% |
| All | +157.2% | +23.8% | +133.4% | +91.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling