+629.1%
MRNA vs PHM
+385.4%
+243.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -3.2% |
| 7D | -10.1% | -3.9% | -6.2% | -9.3% |
| 30D | +126.7% | -8.6% | +135.3% | +132.0% |
| 3M | +184.1% | -2.9% | +187.0% | +188.0% |
| 6M | +143.3% | -5.7% | +149.0% | +147.3% |
| YTD | +359.9% | +1.9% | +358.0% | +362.1% |
| 1Y | +454.2% | -12.3% | +466.5% | +467.9% |
| 3Y | +26.0% | +50.8% | -24.8% | +22.9% |
| 5Y | -70.3% | +157.3% | -227.5% | -72.3% |
| All | +629.1% | +385.4% | +243.7% | +560.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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