+475.0%
MRNA vs ZCMD
-100.0%
+575.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.8% |
| 7D | -8.2% | -2.0% | -6.2% | -8.2% |
| 30D | +125.6% | -19.8% | +145.4% | +126.2% |
| 3M | +197.1% | -62.1% | +259.1% | +192.6% |
| 6M | +148.5% | -99.5% | +248.0% | +171.7% |
| YTD | +363.3% | -99.7% | +463.0% | +419.7% |
| 1Y | +462.0% | -99.9% | +561.9% | +547.9% |
| 3Y | +26.9% | -100.0% | +126.9% | +60.0% |
| 5Y | -69.6% | -100.0% | +30.4% | -61.8% |
| All | +475.0% | -100.0% | +575.0% | +689.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling