+674.0%
MRNA vs MXL
+277.0%
+397.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.5% | -2.2% | +4.5% |
| 7D | -1.1% | +18.9% | -19.9% | -3.1% |
| 30D | +126.1% | +0.3% | +125.8% | +124.1% |
| 3M | +190.0% | -8.0% | +198.1% | +183.5% |
| 6M | +157.2% | +341.2% | -184.0% | +82.7% |
| YTD | +388.2% | +327.8% | +60.4% | +248.0% |
| 1Y | +467.0% | +364.9% | +102.1% | +295.3% |
| 3Y | +36.1% | +229.2% | -193.1% | -8.4% |
| 5Y | -68.0% | +42.8% | -110.7% | -75.6% |
| All | +674.0% | +277.0% | +397.0% | +483.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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