-65.7%
MRNA vs RDW
-9.1%
-56.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.7% | +5.7% |
| 7D | -1.1% | +0.9% | -1.9% | -1.3% |
| 30D | +126.1% | -21.3% | +147.4% | +133.0% |
| 3M | +190.0% | -37.9% | +227.9% | +206.2% |
| 6M | +157.2% | +12.3% | +145.0% | +142.2% |
| YTD | +388.2% | +39.7% | +348.5% | +333.6% |
| 1Y | +467.0% | +25.7% | +441.4% | +402.5% |
| 3Y | +36.1% | +230.8% | -194.8% | -10.0% |
| All | -65.7% | -9.1% | -56.6% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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