+654.5%
MRNA vs REPL
-0.2%
+654.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -3.5% |
| 7D | -9.0% | -5.7% | -3.3% | -8.7% |
| 30D | +137.2% | +22.5% | +114.7% | +133.8% |
| 3M | +194.8% | +64.7% | +130.2% | +176.5% |
| 6M | +167.2% | +83.0% | +84.2% | +131.4% |
| YTD | +375.9% | +52.0% | +323.9% | +317.1% |
| 1Y | +465.2% | +144.5% | +320.6% | +357.2% |
| 3Y | +30.4% | -25.1% | +55.4% | -0.8% |
| 5Y | -66.8% | -52.9% | -13.9% | -74.7% |
| All | +654.5% | -0.2% | +654.7% | +411.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 all: compounded portfolio wealth divided by compounded REPL 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…
all analysis · Full analysis span regression · 6 months rolling