+674.0%
MRNA vs VMC
+161.0%
+513.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +5.2% |
| 7D | -1.1% | -3.8% | +2.7% | -0.4% |
| 30D | +126.1% | -9.7% | +135.8% | +130.4% |
| 3M | +190.0% | -9.6% | +199.7% | +195.2% |
| 6M | +157.2% | -4.8% | +162.1% | +159.8% |
| YTD | +388.2% | -10.9% | +399.1% | +396.5% |
| 1Y | +467.0% | -15.6% | +482.6% | +480.4% |
| 3Y | +36.1% | +19.3% | +16.8% | +35.8% |
| 5Y | -68.0% | +48.0% | -116.0% | -68.5% |
| All | +674.0% | +161.0% | +513.0% | +669.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling