+682.5%
MRNA vs USFD
+225.2%
+457.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | +5.5% | -3.0% | +8.5% | +5.7% |
| 30D | +158.7% | +3.5% | +155.2% | +158.3% |
| 3M | +182.1% | +26.6% | +155.6% | +178.6% |
| 6M | +151.8% | +11.7% | +140.1% | +150.3% |
| YTD | +393.6% | +38.1% | +355.4% | +384.3% |
| 1Y | +499.5% | +33.4% | +466.1% | +489.1% |
| 3Y | +29.3% | +155.8% | -126.5% | +24.7% |
| 5Y | -65.1% | +214.0% | -279.1% | -66.3% |
| All | +682.5% | +225.2% | +457.3% | +715.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling