+147.9%
OXY vs MRNA
-67.9%
+215.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | +0.4% |
| 7D | +2.8% | -1.1% | +3.9% | +2.8% |
| 30D | +5.5% | +126.1% | -120.7% | +2.8% |
| 3M | +11.3% | +190.0% | -178.7% | +6.9% |
| 6M | +11.6% | +157.2% | -145.6% | +7.6% |
| YTD | +51.6% | +388.2% | -336.6% | +40.7% |
| 1Y | +36.2% | +467.0% | -430.8% | +25.0% |
| 3Y | +1.7% | +36.1% | -34.4% | -3.3% |
| All | +147.9% | -67.9% | +215.8% | +129.9% |
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