+23.9%
MRNA vs NVD
-99.1%
+123.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.4% |
| 7D | -1.1% | +10.8% | -11.9% | 0.0% |
| 30D | +126.1% | +0.8% | +125.4% | +126.9% |
| 3M | +190.0% | -20.8% | +210.9% | +184.0% |
| 6M | +157.2% | -41.2% | +198.4% | +145.6% |
| YTD | +388.2% | -44.2% | +432.4% | +366.4% |
| 1Y | +467.0% | -54.2% | +521.2% | +431.7% |
| 3Y | +36.1% | -99.1% | +135.2% | -15.3% |
| All | +23.9% | -99.1% | +123.0% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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