+295.8%
ORCL vs MRNA
+537.9%
-242.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.6% | +5.9% | +2.5% |
| 7D | +15.0% | -9.0% | +24.0% | +15.4% |
| 30D | +10.5% | +137.2% | -126.6% | +3.6% |
| 3M | -23.0% | +194.8% | -217.8% | -29.0% |
| 6M | +7.0% | +167.2% | -160.2% | -0.8% |
| YTD | -15.8% | +375.9% | -391.7% | -24.6% |
| 1Y | -31.1% | +465.2% | -496.2% | -39.0% |
| 3Y | +33.3% | +30.4% | +2.9% | +23.3% |
| 5Y | +94.3% | -66.8% | +161.1% | +80.9% |
| All | +295.8% | +537.9% | -242.1% | +249.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling