-34.4%
PYPL vs MRNA
+554.4%
-588.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | +0.4% |
| 7D | -2.3% | -1.1% | -1.2% | -2.2% |
| 30D | -9.0% | +126.1% | -135.2% | -18.6% |
| 3M | +30.6% | +190.0% | -159.4% | +12.9% |
| 6M | +18.6% | +157.2% | -138.7% | +3.5% |
| YTD | -7.2% | +388.2% | -395.4% | -25.2% |
| 1Y | -19.3% | +467.0% | -486.3% | -36.4% |
| 3Y | -12.3% | +36.1% | -48.4% | -22.4% |
| 5Y | -80.9% | -68.0% | -12.9% | -82.1% |
| All | -34.4% | +554.4% | -588.8% | -41.3% |
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