+759.3%
QLD vs MRNA
+1,040.1%
-280.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.8% | +5.6% | -0.6% |
| 7D | -3.8% | +9.8% | -13.6% | -4.6% |
| 30D | -20.5% | +11.5% | -32.0% | -21.5% |
| 3M | -14.6% | +319.4% | -334.0% | -32.3% |
| 6M | -14.7% | +361.5% | -376.2% | -34.1% |
| YTD | +11.2% | +750.6% | -739.4% | -23.4% |
| 1Y | +7.1% | +913.0% | -905.9% | -28.6% |
| 3Y | +141.1% | +258.1% | -117.0% | +80.0% |
| 5Y | +84.3% | +9.6% | +74.7% | +57.0% |
| All | +759.3% | +1,040.1% | -280.8% | +476.8% |
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