+674.0%
MRNA vs VYM
+145.5%
+528.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +4.9% |
| 7D | -1.1% | -0.8% | -0.3% | -0.5% |
| 30D | +126.1% | -2.2% | +128.4% | +130.0% |
| 3M | +190.0% | +3.1% | +187.0% | +184.4% |
| 6M | +157.2% | +9.7% | +147.5% | +142.2% |
| YTD | +388.2% | +14.9% | +373.3% | +346.5% |
| 1Y | +467.0% | +17.6% | +449.5% | +412.7% |
| 3Y | +36.1% | +65.3% | -29.2% | +3.8% |
| 5Y | -68.0% | +78.7% | -146.7% | -75.9% |
| All | +674.0% | +145.5% | +528.5% | +395.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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