+288.4%
ORLY vs MRNA
+554.4%
-266.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -5.0% | +0.3% |
| 7D | -2.4% | -1.1% | -1.3% | -2.4% |
| 30D | -6.8% | +126.1% | -132.9% | -7.3% |
| 3M | -4.8% | +190.0% | -194.8% | -5.5% |
| 6M | -9.1% | +157.2% | -166.3% | -9.8% |
| YTD | -5.9% | +388.2% | -394.1% | -7.0% |
| 1Y | -20.4% | +467.0% | -487.4% | -21.4% |
| 3Y | +36.6% | +36.1% | +0.5% | +35.9% |
| 5Y | +117.3% | -68.0% | +185.3% | +113.3% |
| All | +288.4% | +554.4% | -266.0% | +313.2% |
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