+224.5%
PM vs MRNA
+537.9%
-313.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +1.2% |
| 7D | -1.3% | -9.0% | +7.7% | -1.3% |
| 30D | -2.6% | +137.2% | -139.7% | -3.3% |
| 3M | +5.8% | +194.8% | -189.0% | +4.8% |
| 6M | +10.6% | +167.2% | -156.6% | +9.6% |
| YTD | +17.2% | +375.9% | -358.7% | +15.8% |
| 1Y | +17.6% | +465.2% | -447.5% | +16.1% |
| 3Y | +124.3% | +30.4% | +93.9% | +124.1% |
| 5Y | +125.1% | -66.8% | +191.9% | +125.7% |
| All | +224.5% | +537.9% | -313.4% | +205.2% |
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