-70.3%
MRNA vs USFD
+197.4%
-267.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.1% | -1.3% |
| 7D | -10.1% | -7.0% | -3.1% | -7.6% |
| 30D | +126.7% | -10.3% | +137.0% | +136.3% |
| 3M | +184.1% | +9.2% | +174.9% | +175.3% |
| 6M | +143.3% | +7.4% | +135.9% | +136.0% |
| YTD | +359.9% | +29.4% | +330.5% | +310.5% |
| 1Y | +454.2% | +24.8% | +429.3% | +400.4% |
| 3Y | +26.0% | +150.0% | -124.0% | -13.8% |
| 5Y | -70.3% | +195.5% | -265.7% | -80.6% |
| All | -70.3% | +197.4% | -267.6% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 5y: compounded portfolio wealth divided by compounded USFD 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…
5y analysis · Full analysis span regression · 6 months rolling