+162.2%
SHW vs MRNA
+521.0%
-358.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -4.5% | -8.2% | +3.8% | -4.2% |
| 30D | -12.7% | +125.6% | -138.2% | -17.4% |
| 3M | +4.7% | +197.1% | -192.4% | -2.4% |
| 6M | -3.4% | +148.5% | -151.9% | -9.4% |
| YTD | -1.3% | +363.3% | -364.6% | -10.2% |
| 1Y | -10.4% | +462.0% | -472.3% | -19.3% |
| 3Y | +20.1% | +26.9% | -6.8% | +12.8% |
| 5Y | +10.5% | -69.6% | +80.1% | +4.2% |
| All | +162.2% | +521.0% | -358.8% | +157.5% |
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