+235.6%
PM vs MRNA
+554.4%
-318.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | +0.7% |
| 7D | +4.7% | -1.1% | +5.8% | +4.7% |
| 30D | +2.6% | +126.1% | -123.5% | +1.8% |
| 3M | +6.6% | +190.0% | -183.5% | +5.6% |
| 6M | +16.5% | +157.2% | -140.7% | +15.5% |
| YTD | +21.2% | +388.2% | -367.0% | +19.7% |
| 1Y | +17.9% | +467.0% | -449.1% | +16.4% |
| 3Y | +129.8% | +36.1% | +93.7% | +129.6% |
| 5Y | +133.0% | -68.0% | +201.0% | +133.7% |
| All | +235.6% | +554.4% | -318.8% | +215.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling