+36.1%
MRNA vs TDY
+46.9%
-10.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +4.8% |
| 7D | -1.1% | -1.1% | 0.0% | -0.5% |
| 30D | +126.1% | -12.0% | +138.2% | +140.6% |
| 3M | +190.0% | -3.2% | +193.2% | +186.6% |
| 6M | +157.2% | -7.9% | +165.1% | +163.0% |
| YTD | +388.2% | +18.2% | +370.0% | +320.5% |
| 1Y | +467.0% | +6.7% | +460.4% | +419.4% |
| 3Y | +36.1% | +47.5% | -11.5% | -3.7% |
| All | +36.1% | +46.9% | -10.8% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling