+36.1%
MRNA vs ZCMD
-100.0%
+136.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -7.1% | +12.4% | +5.4% |
| 7D | -1.1% | -5.4% | +4.3% | -1.1% |
| 30D | +126.1% | -24.8% | +150.9% | +126.5% |
| 3M | +190.0% | -62.8% | +252.8% | +188.9% |
| 6M | +157.2% | -99.5% | +256.8% | +166.8% |
| YTD | +388.2% | -99.8% | +488.0% | +412.2% |
| 1Y | +467.0% | -99.9% | +566.9% | +499.5% |
| 3Y | +36.1% | -100.0% | +136.1% | +37.1% |
| All | +36.1% | -100.0% | +136.1% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 3y: compounded portfolio wealth divided by compounded ZCMD 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…
3y analysis · Full analysis span regression · 6 months rolling