-70.3%
MRNA vs PLUG
-91.4%
+21.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.6% | -2.5% |
| 7D | -10.1% | +3.8% | -13.9% | -10.9% |
| 30D | +126.7% | +2.8% | +123.9% | +126.9% |
| 3M | +184.1% | -25.4% | +209.5% | +201.9% |
| 6M | +143.3% | -0.5% | +143.7% | +138.3% |
| YTD | +359.9% | +10.2% | +349.7% | +335.0% |
| 1Y | +454.2% | +53.9% | +400.3% | +366.3% |
| 3Y | +26.0% | -72.7% | +98.7% | +28.5% |
| 5Y | -70.3% | -91.4% | +21.2% | -65.9% |
| All | -70.3% | -91.4% | +21.1% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling