+674.0%
MRNA vs ULTA
+101.4%
+572.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +5.0% |
| 7D | -1.1% | -3.1% | +2.0% | -0.5% |
| 30D | +126.1% | +2.8% | +123.3% | +125.5% |
| 3M | +190.0% | +14.8% | +175.3% | +183.9% |
| 6M | +157.2% | -16.2% | +173.4% | +163.9% |
| YTD | +388.2% | -9.6% | +397.8% | +394.9% |
| 1Y | +467.0% | +4.8% | +462.3% | +462.2% |
| 3Y | +36.1% | +30.7% | +5.4% | +29.6% |
| 5Y | -68.0% | +45.9% | -113.8% | -69.5% |
| All | +674.0% | +101.4% | +572.6% | +616.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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