+212.0%
MRNA vs MULL
+2,620.5%
-2,408.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.4% | -8.8% | -4.0% |
| 7D | -10.1% | +14.8% | -24.9% | -11.6% |
| 30D | +126.7% | +36.6% | +90.2% | +116.5% |
| 3M | +184.1% | -8.9% | +193.0% | +166.7% |
| 6M | +143.3% | +311.9% | -168.6% | +66.6% |
| YTD | +359.9% | +579.8% | -220.0% | +180.6% |
| 1Y | +454.2% | +2,421.5% | -1,967.4% | +157.1% |
| All | +212.0% | +2,620.5% | -2,408.5% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling