+131.5%
PM vs MRNA
-70.5%
+202.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.2% |
| 7D | +1.9% | -8.2% | +10.2% | +2.0% |
| 30D | +1.9% | +125.6% | -123.7% | +1.1% |
| 3M | +4.6% | +197.1% | -192.5% | +3.6% |
| 6M | +11.7% | +148.5% | -136.8% | +10.7% |
| YTD | +20.4% | +363.3% | -342.9% | +18.9% |
| 1Y | +19.0% | +462.0% | -443.0% | +17.3% |
| 3Y | +130.4% | +26.9% | +103.4% | +132.4% |
| 5Y | +131.5% | -69.6% | +201.1% | +127.6% |
| All | +131.5% | -70.5% | +202.0% | +127.6% |
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 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