+674.0%
MRNA vs XME
+336.1%
+338.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.7% |
| 7D | -1.1% | -4.2% | +3.1% | +0.4% |
| 30D | +126.1% | -2.7% | +128.8% | +129.8% |
| 3M | +190.0% | -3.9% | +194.0% | +195.5% |
| 6M | +157.2% | -1.0% | +158.2% | +159.5% |
| YTD | +388.2% | +9.8% | +378.4% | +380.2% |
| 1Y | +467.0% | +32.5% | +434.5% | +432.5% |
| 3Y | +36.1% | +124.3% | -88.3% | +14.0% |
| 5Y | -68.0% | +165.8% | -233.8% | -73.4% |
| All | +674.0% | +336.1% | +338.0% | +606.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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