+1,237.0%
MRNA vs USFD
+243.1%
+994.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -3.8% | -0.2% | -3.6% | -3.7% |
| 30D | +16.4% | +12.3% | +4.0% | +15.5% |
| 3M | +310.6% | -0.7% | +311.3% | +310.6% |
| 6M | +370.3% | +31.3% | +339.0% | +363.1% |
| YTD | +743.3% | +45.7% | +697.6% | +724.4% |
| 1Y | +841.7% | +52.1% | +789.5% | +818.6% |
| 3Y | +255.0% | +158.2% | +96.8% | +241.3% |
| 5Y | +10.1% | +213.8% | -203.6% | +5.1% |
| All | +1,237.0% | +243.1% | +994.0% | +1,288.8% |
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