+1,143.8%
MRNA vs PLUG
-23.5%
+1,167.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -8.8% | +1.9% | -5.4% |
| 7D | -4.2% | -8.1% | +4.0% | -2.7% |
| 30D | +7.0% | -20.5% | +27.5% | +11.5% |
| 3M | +263.4% | -45.9% | +309.2% | +305.5% |
| 6M | +334.3% | -65.2% | +399.5% | +414.5% |
| YTD | +684.5% | -37.1% | +721.6% | +727.5% |
| 1Y | +766.2% | -54.6% | +820.7% | +858.5% |
| 3Y | +230.3% | -64.9% | +295.1% | +227.1% |
| 5Y | +0.1% | -97.1% | +97.2% | +30.2% |
| All | +1,143.8% | -23.5% | +1,167.3% | +1,614.2% |
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