+43.6%
UNP vs MRNA
+34.8%
+8.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -0.6% |
| 7D | -1.8% | -1.1% | -0.7% | -1.8% |
| 30D | -2.7% | +126.1% | -128.8% | -5.9% |
| 3M | +6.5% | +190.0% | -183.5% | +1.0% |
| 6M | +14.4% | +157.2% | -142.9% | +9.1% |
| YTD | +24.8% | +388.2% | -363.4% | +12.5% |
| 1Y | +34.4% | +467.0% | -432.6% | +19.0% |
| 3Y | +43.6% | +36.1% | +7.5% | +29.2% |
| All | +43.6% | +34.8% | +8.8% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling