+10.1%
MRNA vs PLUG
-96.6%
+106.8%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | -3.8% | -6.8% | +3.1% | -2.2% |
| 30D | +16.4% | -16.0% | +32.4% | +20.9% |
| 3M | +310.6% | -38.7% | +349.3% | +357.7% |
| 6M | +370.3% | -61.4% | +431.7% | +465.0% |
| YTD | +743.3% | -31.0% | +774.3% | +780.5% |
| 1Y | +841.7% | -46.2% | +887.9% | +926.8% |
| 3Y | +255.0% | -61.5% | +316.5% | +238.0% |
| 5Y | +10.1% | -96.9% | +107.0% | +69.0% |
| All | +10.1% | -96.6% | +106.8% | +69.0% |
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