+170.1%
RCL vs MRNA
+537.9%
-367.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.1% |
| 7D | -0.5% | -9.0% | +8.6% | -0.1% |
| 30D | -17.3% | +137.2% | -154.5% | -21.9% |
| 3M | -2.8% | +194.8% | -197.6% | -9.7% |
| 6M | -4.4% | +167.2% | -171.6% | -10.8% |
| YTD | -4.2% | +375.9% | -380.0% | -13.7% |
| 1Y | -23.4% | +465.2% | -488.5% | -31.7% |
| 3Y | +179.4% | +30.4% | +149.0% | +157.9% |
| 5Y | +238.8% | -66.8% | +305.6% | +198.6% |
| All | +170.1% | +537.9% | -367.7% | +169.9% |
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