+634.5%
MRNA vs RY
+277.8%
+356.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -8.2% | -2.9% | -5.4% | -7.4% |
| 30D | +125.6% | -2.0% | +127.6% | +125.9% |
| 3M | +197.1% | +4.9% | +192.2% | +189.2% |
| 6M | +148.5% | +26.1% | +122.4% | +124.6% |
| YTD | +363.3% | +22.4% | +340.9% | +323.5% |
| 1Y | +462.0% | +44.7% | +417.2% | +382.3% |
| 3Y | +26.9% | +155.7% | -128.7% | -7.5% |
| 5Y | -69.6% | +137.7% | -207.3% | -77.5% |
| All | +634.5% | +277.8% | +356.7% | +436.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling