+987.9%
MRNA vs MULL
+444.9%
+543.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -13.8% | +26.9% | +14.2% |
| 7D | +20.6% | -35.9% | +56.6% | +24.9% |
| 30D | +27.1% | -47.3% | +74.5% | +33.4% |
| 3M | +353.4% | -30.6% | +384.0% | +361.9% |
| 6M | +446.3% | +13.7% | +432.6% | +362.4% |
| YTD | +776.2% | +272.1% | +504.0% | +479.7% |
| 1Y | +987.9% | +475.1% | +512.8% | +570.9% |
| All | +987.9% | +444.9% | +543.0% | +570.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling