+629.1%
MRNA vs TECK
+253.0%
+376.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -3.0% |
| 7D | -10.1% | +4.9% | -15.0% | -10.8% |
| 30D | +126.7% | +5.2% | +121.5% | +125.3% |
| 3M | +184.1% | +13.8% | +170.3% | +179.4% |
| 6M | +143.3% | +38.5% | +104.8% | +134.0% |
| YTD | +359.9% | +47.3% | +312.5% | +339.2% |
| 1Y | +454.2% | +81.0% | +373.2% | +418.1% |
| 3Y | +26.0% | +79.9% | -53.9% | +17.1% |
| 5Y | -70.3% | +207.9% | -278.1% | -72.3% |
| All | +629.1% | +253.0% | +376.1% | +729.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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