+634.5%
MRNA vs RNG
-15.0%
+649.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -8.2% | -9.6% | +1.4% | -6.2% |
| 30D | +125.6% | +8.8% | +116.7% | +121.5% |
| 3M | +197.1% | +78.6% | +118.4% | +158.6% |
| 6M | +148.5% | +70.3% | +78.2% | +115.5% |
| YTD | +363.3% | +140.3% | +222.9% | +263.1% |
| 1Y | +462.0% | +126.6% | +335.4% | +345.4% |
| 3Y | +26.9% | +120.2% | -93.3% | -1.9% |
| 5Y | -69.6% | -68.3% | -1.3% | -67.4% |
| All | +634.5% | -15.0% | +649.5% | +466.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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