+674.0%
MRNA vs PLUG
+29.6%
+644.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.5% |
| 7D | -1.1% | -3.2% | +2.1% | -0.6% |
| 30D | +126.1% | -8.3% | +134.4% | +130.5% |
| 3M | +190.0% | -25.8% | +215.8% | +205.3% |
| 6M | +157.2% | -5.8% | +163.1% | +155.7% |
| YTD | +388.2% | +6.6% | +381.6% | +370.4% |
| 1Y | +467.0% | +39.1% | +428.0% | +405.6% |
| 3Y | +36.1% | -73.7% | +109.8% | +36.5% |
| 5Y | -68.0% | -91.3% | +23.3% | -63.8% |
| All | +674.0% | +29.6% | +644.4% | +874.4% |
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