+1,100.9%
MRNA vs PLUG
-31.5%
+1,132.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -10.5% | +7.0% | -1.6% |
| 7D | -12.1% | -23.4% | +11.3% | -7.9% |
| 30D | -1.3% | -23.4% | +22.2% | +3.7% |
| 3M | +250.9% | -51.7% | +302.7% | +299.4% |
| 6M | +343.0% | -72.0% | +415.0% | +444.9% |
| YTD | +657.4% | -43.7% | +701.1% | +714.2% |
| 1Y | +794.9% | -55.4% | +850.3% | +894.3% |
| 3Y | +218.1% | -68.0% | +286.2% | +220.2% |
| 5Y | -3.4% | -97.4% | +94.0% | +28.1% |
| All | +1,100.9% | -31.5% | +1,132.4% | +1,586.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling