+629.1%
MRNA vs VMC
+158.1%
+471.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -2.8% |
| 7D | -10.1% | -5.3% | -4.8% | -9.2% |
| 30D | +126.7% | -12.3% | +139.0% | +132.0% |
| 3M | +184.1% | -10.3% | +194.4% | +189.6% |
| 6M | +143.3% | -8.6% | +151.8% | +147.1% |
| YTD | +359.9% | -11.9% | +371.7% | +368.5% |
| 1Y | +454.2% | -13.9% | +468.1% | +466.4% |
| 3Y | +26.0% | +18.2% | +7.8% | +25.9% |
| 5Y | -70.3% | +47.7% | -118.0% | -70.6% |
| All | +629.1% | +158.1% | +471.0% | +626.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling