+674.0%
MRNA vs TDY
+192.3%
+481.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +5.1% |
| 7D | -1.1% | -1.1% | 0.0% | -0.8% |
| 30D | +126.1% | -12.0% | +138.2% | +133.4% |
| 3M | +190.0% | -3.2% | +193.2% | +190.0% |
| 6M | +157.2% | -7.9% | +165.1% | +161.2% |
| YTD | +388.2% | +18.2% | +370.0% | +363.3% |
| 1Y | +467.0% | +6.7% | +460.4% | +453.1% |
| 3Y | +36.1% | +47.5% | -11.5% | +23.2% |
| 5Y | -68.0% | +39.5% | -107.5% | -71.1% |
| All | +674.0% | +192.3% | +481.7% | +386.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling