+155.1%
NEM vs MRNA
-67.9%
+223.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.8% | +0.2% |
| 7D | -1.0% | -1.1% | +0.1% | -1.0% |
| 30D | +7.8% | +126.1% | -118.3% | -2.1% |
| 3M | +30.2% | +190.0% | -159.8% | +15.6% |
| 6M | +9.6% | +157.2% | -147.6% | -2.0% |
| YTD | +27.8% | +388.2% | -360.4% | +9.5% |
| 1Y | +60.7% | +467.0% | -406.3% | +36.3% |
| 3Y | +245.3% | +36.1% | +209.2% | +204.5% |
| All | +155.1% | -67.9% | +223.0% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 5y: compounded portfolio wealth divided by compounded MRNA 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…
5y analysis · Full analysis span regression · 6 months rolling